-18.6%
NRG vs AGI
+17.6%
-36.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.9% | +8.3% | +6.9% |
| 7D | +7.1% | +0.6% | +6.5% | +6.9% |
| 30D | -1.4% | +18.2% | -19.6% | -5.5% |
| 3M | -10.5% | -4.1% | -6.3% | -10.7% |
| 6M | -26.7% | -28.7% | +2.0% | -22.6% |
| YTD | -24.5% | -4.0% | -20.5% | -25.9% |
| 1Y | -18.6% | +17.4% | -36.0% | -26.3% |
| All | -18.6% | +17.6% | -36.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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