+110.1%
NI vs AG
+5.9%
+104.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.4% | +0.9% |
| 7D | +1.5% | +6.0% | -4.5% | +1.1% |
| 30D | +11.9% | -13.5% | +25.4% | +12.8% |
| 3M | +9.1% | -20.7% | +29.8% | +10.5% |
| 6M | -1.8% | -31.5% | +29.8% | +0.1% |
| YTD | +11.4% | -10.1% | +21.5% | +9.9% |
| 1Y | +6.4% | +26.0% | -19.6% | +1.8% |
| 3Y | +98.2% | +228.9% | -130.7% | +67.6% |
| 5Y | +110.1% | +8.7% | +101.4% | +98.8% |
| All | +110.1% | +5.9% | +104.1% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling