-49.7%
NRG vs AIG
+6.0%
-55.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.5% | -15.0% | -13.3% |
| 7D | -13.7% | +2.3% | -16.0% | -13.4% |
| 30D | -13.6% | +8.8% | -22.3% | -12.6% |
| 3M | -28.5% | +3.7% | -32.2% | -28.2% |
| 6M | -45.8% | +6.8% | -52.5% | -45.3% |
| YTD | -46.9% | -2.6% | -44.3% | -47.2% |
| 1Y | -49.7% | +3.7% | -53.4% | -50.1% |
| All | -49.7% | +6.0% | -55.7% | -50.1% |
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