+1,065.2%
NRG vs AJG
+473.1%
+592.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.9% | +2.1% |
| 7D | -4.7% | -8.3% | +3.6% | -1.6% |
| 30D | -6.0% | -5.7% | -0.3% | -4.1% |
| 3M | -8.0% | +9.1% | -17.0% | -12.7% |
| 6M | -23.2% | +15.2% | -38.4% | -29.4% |
| YTD | -28.1% | -6.3% | -21.8% | -28.1% |
| 1Y | -27.3% | -19.1% | -8.2% | -22.5% |
| 3Y | +208.7% | +8.2% | +200.4% | +172.1% |
| 5Y | +197.7% | +75.6% | +122.0% | +92.7% |
| All | +1,065.2% | +473.1% | +592.1% | +273.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 10y: compounded portfolio wealth divided by compounded AJG 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…
10y analysis · Full analysis span regression · 6 months rolling