+1,516.1%
NRG vs AIG
-89.2%
+1,605.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.6% |
| 7D | +3.9% | -1.4% | +5.3% | +4.1% |
| 30D | -3.0% | -3.3% | +0.3% | -2.5% |
| 3M | -10.9% | +2.2% | -13.1% | -11.5% |
| 6M | -25.3% | -2.1% | -23.2% | -25.3% |
| YTD | -26.8% | -11.2% | -15.6% | -25.7% |
| 1Y | -23.3% | -2.1% | -21.2% | -23.6% |
| 3Y | +208.6% | +34.4% | +174.2% | +191.0% |
| 5Y | +194.1% | +53.7% | +140.4% | +169.7% |
| 10Y | +1,123.6% | +64.4% | +1,059.2% | +967.3% |
| All | +1,516.1% | -89.2% | +1,605.3% | +1,466.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling