+193.5%
NRG vs ACI
-39.5%
+233.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.2% | -1.6% | +1.6% |
| 7D | -4.7% | -3.7% | -0.9% | -4.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.0% |
| 3M | -8.0% | -20.3% | +12.4% | -7.1% |
| 6M | -23.2% | -24.7% | +1.5% | -22.4% |
| YTD | -28.1% | -27.2% | -0.8% | -27.1% |
| 1Y | -27.3% | -32.7% | +5.5% | -25.8% |
| 3Y | +208.7% | -43.9% | +252.6% | +219.7% |
| All | +193.5% | -39.5% | +233.0% | +194.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling