+193.5%
NRG vs AG
+63.6%
+129.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | -4.7% | -6.7% | +2.1% | -3.7% |
| 30D | -6.0% | +2.2% | -8.1% | -6.4% |
| 3M | -8.0% | +15.7% | -23.6% | -10.3% |
| 6M | -23.2% | -23.8% | +0.6% | -21.3% |
| YTD | -28.1% | +17.6% | -45.7% | -31.0% |
| 1Y | -27.3% | +88.6% | -115.9% | -34.9% |
| 3Y | +208.7% | +253.4% | -44.8% | +146.6% |
| All | +193.5% | +63.6% | +129.8% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling