+1,575.9%
NRG vs AA
-16.8%
+1,592.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | -0.5% |
| 7D | +9.3% | +1.7% | +7.6% | +8.7% |
| 30D | +1.3% | +3.3% | -2.1% | 0.0% |
| 3M | -6.0% | -29.4% | +23.4% | +3.1% |
| 6M | -22.0% | -12.8% | -9.1% | -20.8% |
| YTD | -24.1% | -2.1% | -22.0% | -26.1% |
| 1Y | -18.0% | +62.8% | -80.8% | -32.1% |
| 3Y | +220.0% | +90.5% | +129.6% | +139.2% |
| 5Y | +201.1% | +19.1% | +182.1% | +128.8% |
| 10Y | +1,085.1% | +124.8% | +960.3% | +444.5% |
| All | +1,575.9% | -16.8% | +1,592.7% | +789.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling