-18.6%
NRG vs AIG
-4.5%
-14.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.8% | +7.3% | +6.3% |
| 7D | +7.1% | -0.9% | +8.0% | +7.0% |
| 30D | -1.4% | -4.9% | +3.5% | -2.1% |
| 3M | -10.5% | +4.5% | -14.9% | -10.6% |
| 6M | -26.7% | -1.4% | -25.3% | -26.8% |
| YTD | -24.5% | -9.8% | -14.7% | -25.7% |
| 1Y | -18.6% | -4.5% | -14.0% | -18.9% |
| All | -18.6% | -4.5% | -14.1% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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