-49.7%
NRG vs AG
+29.4%
-79.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +9.1% | -22.7% | -15.0% |
| 7D | -13.7% | -2.6% | -11.1% | -13.4% |
| 30D | -13.6% | -12.1% | -1.5% | -11.7% |
| 3M | -28.5% | -6.6% | -21.9% | -27.9% |
| 6M | -45.8% | -20.5% | -25.3% | -44.4% |
| YTD | -46.9% | -7.4% | -39.5% | -47.0% |
| 1Y | -49.7% | +33.4% | -83.1% | -53.3% |
| All | -49.7% | +29.4% | -79.1% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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