+193.5%
NRG vs AEE
+38.7%
+154.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -4.7% | -0.8% | -3.9% | -4.3% |
| 30D | -6.0% | -2.9% | -3.0% | -4.6% |
| 3M | -8.0% | -2.4% | -5.5% | -7.1% |
| 6M | -23.2% | -2.7% | -20.4% | -22.2% |
| YTD | -28.1% | +7.3% | -35.3% | -30.2% |
| 1Y | -27.3% | +7.5% | -34.8% | -29.7% |
| 3Y | +208.7% | +46.2% | +162.4% | +156.3% |
| All | +193.5% | +38.7% | +154.8% | +146.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling