+351.3%
NRG vs ACI
+21.8%
+329.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +9.3% | -2.6% | +11.8% | +9.3% |
| 30D | +1.3% | +1.1% | +0.2% | +1.3% |
| 3M | -6.0% | -23.6% | +17.7% | -5.0% |
| 6M | -22.0% | -29.9% | +8.0% | -20.8% |
| YTD | -24.1% | -26.9% | +2.7% | -23.2% |
| 1Y | -18.0% | -34.2% | +16.2% | -16.5% |
| 3Y | +220.0% | -43.6% | +263.7% | +229.1% |
| 5Y | +201.1% | -42.4% | +243.5% | +205.7% |
| All | +351.3% | +21.8% | +329.5% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling