+193.5%
NRG vs AEIS
+232.6%
-39.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.9% | -3.3% | -0.2% |
| 7D | -4.7% | +2.3% | -6.9% | -5.5% |
| 30D | -6.0% | -14.8% | +8.8% | -0.8% |
| 3M | -8.0% | -15.6% | +7.6% | -5.3% |
| 6M | -23.2% | -8.7% | -14.5% | -24.5% |
| YTD | -28.1% | +37.3% | -65.4% | -40.4% |
| 1Y | -27.3% | +80.3% | -107.6% | -46.3% |
| 3Y | +208.7% | +177.9% | +30.7% | +88.2% |
| All | +193.5% | +232.6% | -39.1% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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