+201.0%
NRG vs ACM
+1.1%
+199.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.2% |
| 7D | +10.0% | +5.6% | +4.3% | +7.4% |
| 30D | -3.2% | +20.8% | -24.1% | -11.3% |
| 3M | -18.5% | +11.4% | -29.9% | -22.8% |
| 6M | -25.3% | +0.9% | -26.2% | -27.1% |
| YTD | -38.1% | -24.8% | -13.3% | -30.6% |
| 1Y | -40.7% | -46.4% | +5.7% | -19.2% |
| 3Y | +121.8% | -9.2% | +131.0% | +117.9% |
| All | +201.0% | +1.1% | +199.9% | +173.9% |
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