+1,065.2%
NRG vs AFL
+303.3%
+761.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.7% | -1.6% | -3.0% | -4.0% |
| 30D | -6.0% | -4.0% | -1.9% | -4.4% |
| 3M | -8.0% | -0.5% | -7.4% | -8.2% |
| 6M | -23.2% | +6.5% | -29.7% | -26.0% |
| YTD | -28.1% | +6.2% | -34.2% | -30.8% |
| 1Y | -27.3% | +8.3% | -35.5% | -31.0% |
| 3Y | +208.7% | +62.5% | +146.1% | +134.2% |
| 5Y | +197.7% | +136.2% | +61.5% | +85.2% |
| All | +1,065.2% | +303.3% | +761.9% | +471.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling