-18.6%
NRG vs ACI
-32.3%
+13.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.3% |
| 7D | +7.1% | +0.2% | +6.9% | +7.2% |
| 30D | -1.4% | +5.9% | -7.3% | 0.0% |
| 3M | -10.5% | -19.8% | +9.3% | -11.4% |
| 6M | -26.7% | -24.7% | -2.0% | -28.0% |
| YTD | -24.5% | -24.4% | -0.1% | -25.4% |
| 1Y | -18.6% | -31.5% | +12.9% | -22.4% |
| All | -18.6% | -32.3% | +13.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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