+208.7%
NRG vs AGI
+206.1%
+2.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -4.7% | -2.7% | -1.9% | -4.2% |
| 30D | -6.0% | +7.2% | -13.2% | -7.4% |
| 3M | -8.0% | +4.3% | -12.2% | -9.4% |
| 6M | -23.2% | -27.1% | +3.9% | -19.8% |
| YTD | -28.1% | -6.6% | -21.4% | -28.3% |
| 1Y | -27.3% | +9.5% | -36.8% | -29.7% |
| 3Y | +208.7% | +208.4% | +0.2% | +144.6% |
| All | +208.7% | +206.1% | +2.5% | +144.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling