-29.9%
NRG vs ACGL
+8.0%
-37.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.2% | -3.6% | +3.5% | -1.5% |
| 30D | -6.8% | -2.1% | -4.7% | -7.4% |
| 3M | -7.1% | +5.4% | -12.5% | -5.9% |
| 6M | -27.6% | 0.0% | -27.6% | -27.5% |
| YTD | -29.2% | +0.3% | -29.5% | -28.5% |
| 1Y | -29.9% | +6.2% | -36.1% | -27.7% |
| All | -29.9% | +8.0% | -37.9% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling