+194.1%
NRG vs ACGL
+152.7%
+41.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +3.9% | -2.1% | +6.0% | +4.4% |
| 30D | -3.0% | -2.2% | -0.8% | -2.5% |
| 3M | -10.9% | +6.3% | -17.2% | -12.9% |
| 6M | -25.3% | +0.5% | -25.8% | -25.9% |
| YTD | -26.8% | +0.2% | -27.0% | -27.7% |
| 1Y | -23.3% | +7.3% | -30.6% | -26.2% |
| 3Y | +208.6% | +30.8% | +177.8% | +165.3% |
| 5Y | +194.1% | +155.8% | +38.4% | +67.5% |
| All | +194.1% | +152.7% | +41.4% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling