+934.9%
NRG vs ACGL
+322.9%
+612.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +21.7% | -1.2% | +22.9% | +22.2% |
| 30D | -8.1% | +12.8% | -20.9% | -12.6% |
| 3M | -18.3% | +12.3% | -30.6% | -22.4% |
| 6M | -28.0% | +15.8% | -43.8% | -32.8% |
| YTD | -37.5% | +13.9% | -51.4% | -41.7% |
| 1Y | -41.1% | +19.0% | -60.1% | -46.1% |
| 3Y | +126.6% | +33.7% | +92.9% | +91.0% |
| 5Y | +212.3% | +173.4% | +38.9% | +82.5% |
| All | +934.9% | +322.9% | +612.0% | +426.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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