+281.7%
NRG vs ACM
+228.1%
+53.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +9.3% | -0.3% | +9.5% | +9.4% |
| 30D | +1.3% | -12.9% | +14.2% | +6.9% |
| 3M | -6.0% | -6.4% | +0.4% | -4.6% |
| 6M | -22.0% | -29.2% | +7.3% | -10.3% |
| YTD | -24.1% | -29.9% | +5.8% | -13.2% |
| 1Y | -18.0% | -47.3% | +29.2% | +6.5% |
| 3Y | +220.0% | -19.6% | +239.6% | +240.5% |
| 5Y | +201.1% | +5.5% | +195.6% | +178.9% |
| 10Y | +1,085.1% | +129.7% | +955.4% | +600.9% |
| All | +281.7% | +228.1% | +53.6% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling