+211.3%
NRG vs ACM
+252.1%
-40.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.4% |
| 3M | -18.5% | +11.4% | -29.9% | -22.9% |
| 6M | -25.3% | +0.9% | -26.2% | -27.1% |
| YTD | -38.1% | -24.8% | -13.3% | -31.7% |
| 1Y | -40.7% | -46.4% | +5.7% | -23.5% |
| 3Y | +121.8% | -9.2% | +131.0% | +122.8% |
| 5Y | +209.2% | +5.0% | +204.3% | +187.4% |
| 10Y | +981.4% | +130.6% | +850.8% | +539.2% |
| All | +211.3% | +252.1% | -40.8% | +21.0% |
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 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