-49.7%
NRG vs ACI
-18.4%
-31.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.5% | -17.1% | -12.4% |
| 7D | -13.7% | +4.5% | -18.2% | -12.4% |
| 30D | -13.6% | +20.9% | -34.4% | -8.8% |
| 3M | -28.5% | +15.2% | -43.8% | -25.3% |
| 6M | -45.8% | -13.3% | -32.4% | -44.5% |
| YTD | -46.9% | -16.2% | -30.8% | -45.4% |
| 1Y | -49.7% | -16.9% | -32.8% | -48.5% |
| All | -49.7% | -18.4% | -31.3% | -48.5% |
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