+203.7%
NRG vs AA
+73.4%
+130.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.8% | +1.6% | -2.0% |
| 7D | -0.2% | -5.4% | +5.2% | +1.2% |
| 30D | -6.8% | -10.7% | +3.9% | -4.2% |
| 3M | -7.1% | -26.2% | +19.0% | -0.3% |
| 6M | -27.6% | -20.9% | -6.6% | -24.6% |
| YTD | -29.2% | -8.6% | -20.6% | -29.9% |
| 1Y | -29.9% | +57.4% | -87.3% | -41.3% |
| All | +203.7% | +73.4% | +130.4% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 3y: compounded portfolio wealth divided by compounded AA 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…
3y analysis · Full analysis span regression · 6 months rolling