-44.3%
NRG vs AAOX
-89.3%
+45.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -15.0% | +1.4% | -12.8% |
| 7D | -13.7% | -50.3% | +36.6% | -11.4% |
| 30D | -13.6% | -79.8% | +66.3% | -8.9% |
| 3M | -28.5% | -85.9% | +57.4% | -24.5% |
| 6M | -45.8% | -95.7% | +49.9% | -43.3% |
| All | -44.3% | -89.3% | +45.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 1y: compounded portfolio wealth divided by compounded AAOX 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…
1y analysis · Full analysis span regression · 6 months rolling