+67.9%
AG vs NIO
-90.3%
+158.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +4.5% | -6.7% | +11.1% | +5.7% |
| 30D | +12.9% | -20.0% | +32.9% | +17.3% |
| 3M | +20.9% | -30.5% | +51.4% | +28.6% |
| 6M | -19.5% | -20.7% | +1.2% | -16.9% |
| YTD | +24.8% | -25.7% | +50.5% | +30.1% |
| 1Y | +120.2% | -38.6% | +158.8% | +135.0% |
| 3Y | +279.0% | -62.3% | +341.3% | +311.7% |
| 5Y | +67.9% | -90.1% | +158.0% | +115.7% |
| All | +67.9% | -90.3% | +158.2% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling