+1,065.2%
NRG vs ACM
+134.0%
+931.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -4.7% | -4.6% | -0.1% | -2.7% |
| 30D | -6.0% | +4.1% | -10.0% | -7.8% |
| 3M | -8.0% | -8.3% | +0.3% | -5.9% |
| 6M | -23.2% | -30.1% | +6.9% | -11.5% |
| YTD | -28.1% | -32.6% | +4.6% | -16.6% |
| 1Y | -27.3% | -49.6% | +22.3% | -4.0% |
| 3Y | +208.7% | -23.0% | +231.7% | +234.1% |
| 5Y | +197.7% | +2.0% | +195.7% | +182.2% |
| All | +1,065.2% | +134.0% | +931.2% | +649.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling