+193.4%
NI vs AG
+76.0%
+117.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.7% |
| 7D | +4.3% | -10.0% | +14.3% | +4.9% |
| 30D | +12.4% | -10.5% | +22.9% | +12.9% |
| 3M | +10.2% | -27.3% | +37.4% | +11.8% |
| 6M | -0.8% | -43.0% | +42.2% | +1.7% |
| YTD | +13.2% | -17.9% | +31.1% | +12.8% |
| 1Y | +10.1% | +11.9% | -1.9% | +7.5% |
| 3Y | +103.1% | +201.8% | -98.7% | +83.2% |
| 5Y | +115.5% | -0.1% | +115.6% | +102.2% |
| All | +193.4% | +76.0% | +117.4% | +159.3% |
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