+193.5%
NRG vs ACM
+1.2%
+192.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | -4.7% | -4.6% | -0.1% | -2.6% |
| 30D | -6.0% | +4.1% | -10.0% | -7.9% |
| 3M | -8.0% | -8.3% | +0.3% | -6.0% |
| 6M | -23.2% | -30.1% | +6.9% | -10.1% |
| YTD | -28.1% | -32.6% | +4.6% | -15.3% |
| 1Y | -27.3% | -49.6% | +22.3% | +0.1% |
| 3Y | +208.7% | -23.0% | +231.7% | +230.3% |
| All | +193.5% | +1.2% | +192.2% | +176.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling