+1,065.2%
NRG vs ACGL
+276.6%
+788.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -2.0% | -2.6% | -3.9% |
| 30D | -6.0% | -1.2% | -4.7% | -5.7% |
| 3M | -8.0% | +5.4% | -13.4% | -10.5% |
| 6M | -23.2% | +1.4% | -24.5% | -24.3% |
| YTD | -28.1% | +0.2% | -28.2% | -29.2% |
| 1Y | -27.3% | +4.1% | -31.4% | -29.8% |
| 3Y | +208.7% | +28.2% | +180.4% | +163.4% |
| 5Y | +197.7% | +159.5% | +38.1% | +78.1% |
| All | +1,065.2% | +276.6% | +788.6% | +531.4% |
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