+1,266.9%
NRG vs ACGL
+2,640.9%
-1,374.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +10.0% | +2.2% | +7.8% | +8.9% |
| 30D | -3.2% | +12.3% | -15.5% | -8.9% |
| 3M | -18.5% | +11.8% | -30.3% | -23.4% |
| 6M | -25.3% | +17.5% | -42.7% | -31.9% |
| YTD | -38.1% | +14.3% | -52.4% | -43.4% |
| 1Y | -40.7% | +18.2% | -58.9% | -46.7% |
| 3Y | +121.8% | +33.2% | +88.6% | +81.0% |
| 5Y | +209.2% | +174.3% | +34.9% | +66.7% |
| 10Y | +981.4% | +326.3% | +655.1% | +325.4% |
| All | +1,266.9% | +2,640.9% | -1,374.0% | +102.3% |
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