-49.7%
NRG vs AEE
+13.9%
-63.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.5% | -16.0% | -14.9% |
| 7D | -13.7% | +4.7% | -18.4% | -16.4% |
| 30D | -13.6% | +13.4% | -27.0% | -21.2% |
| 3M | -28.5% | +4.1% | -32.6% | -30.6% |
| 6M | -45.8% | +2.0% | -47.8% | -46.9% |
| YTD | -46.9% | +15.6% | -62.6% | -51.9% |
| 1Y | -49.7% | +14.1% | -63.8% | -54.0% |
| All | -49.7% | +13.9% | -63.6% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling