+193.5%
NRG vs AIG
+53.2%
+140.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.5% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -8.0% | +0.7% | -8.6% | -8.7% |
| 6M | -23.2% | -2.2% | -21.0% | -23.2% |
| YTD | -28.1% | -10.8% | -17.2% | -25.9% |
| 1Y | -27.3% | -2.0% | -25.2% | -28.1% |
| 3Y | +208.7% | +34.8% | +173.8% | +166.7% |
| All | +193.5% | +53.2% | +140.3% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling