+140.2%
NI vs AG
+68.4%
+71.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.9% | +0.1% |
| 7D | 0.0% | -6.7% | +6.8% | +0.4% |
| 30D | -1.4% | +2.2% | -3.6% | -1.6% |
| 3M | -10.6% | +15.7% | -26.3% | -11.5% |
| 6M | -9.3% | -23.8% | +14.5% | -8.5% |
| YTD | +1.1% | +17.6% | -16.5% | -1.1% |
| 1Y | +3.4% | +88.6% | -85.3% | -2.1% |
| 3Y | +67.9% | +253.4% | -185.6% | +49.8% |
| 5Y | +98.0% | +62.4% | +35.5% | +81.2% |
| All | +140.2% | +68.4% | +71.8% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling