+97.0%
AGG vs NRG
+1,510.3%
-1,413.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | -1.1% | -4.7% | +3.6% | -1.0% |
| 30D | -1.1% | -6.0% | +4.8% | -1.1% |
| 3M | -1.9% | -8.0% | +6.0% | -1.9% |
| 6M | -1.7% | -23.2% | +21.4% | -1.5% |
| YTD | -1.3% | -28.1% | +26.8% | -1.1% |
| 1Y | -0.7% | -27.3% | +26.5% | -0.6% |
| 3Y | +12.5% | +208.7% | -196.2% | +10.9% |
| 5Y | -2.5% | +197.7% | -200.1% | -3.9% |
| 10Y | +14.2% | +1,103.3% | -1,089.1% | +11.2% |
| All | +97.0% | +1,510.3% | -1,413.3% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 all: compounded portfolio wealth divided by compounded NRG 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…
all analysis · Full analysis span regression · 6 months rolling