+193.5%
NRG vs AFL
+133.8%
+59.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.7% | -1.6% | -3.0% | -4.1% |
| 30D | -6.0% | -4.0% | -1.9% | -4.8% |
| 3M | -8.0% | -0.5% | -7.4% | -8.2% |
| 6M | -23.2% | +6.5% | -29.7% | -25.6% |
| YTD | -28.1% | +6.2% | -34.2% | -30.4% |
| 1Y | -27.3% | +8.3% | -35.5% | -30.6% |
| 3Y | +208.7% | +62.5% | +146.1% | +133.1% |
| All | +193.5% | +133.8% | +59.7% | +74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling