+1,567.2%
NRG vs ACGL
+2,353.1%
-785.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.7% | +8.2% | +7.2% |
| 7D | +7.1% | -0.7% | +7.9% | +7.4% |
| 30D | -1.4% | -1.0% | -0.4% | -1.1% |
| 3M | -10.5% | +11.0% | -21.5% | -15.6% |
| 6M | -26.7% | -0.3% | -26.4% | -27.4% |
| YTD | -24.5% | +2.3% | -26.8% | -26.7% |
| 1Y | -18.6% | +6.4% | -24.9% | -22.9% |
| 3Y | +227.1% | +34.0% | +193.2% | +165.5% |
| 5Y | +198.8% | +161.6% | +37.1% | +65.3% |
| 10Y | +1,122.3% | +278.6% | +843.7% | +411.9% |
| All | +1,567.2% | +2,353.1% | -785.8% | +161.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling