+226.6%
NRG vs ALC
+16.1%
+210.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -4.7% | -6.3% | +1.7% | -2.1% |
| 30D | -6.0% | -10.3% | +4.3% | -1.8% |
| 3M | -8.0% | -0.7% | -7.2% | -8.3% |
| 6M | -23.2% | -17.8% | -5.3% | -17.3% |
| YTD | -28.1% | -15.8% | -12.2% | -23.6% |
| 1Y | -27.3% | -16.7% | -10.5% | -22.7% |
| 3Y | +208.7% | -19.7% | +228.4% | +226.4% |
| 5Y | +197.7% | -19.8% | +217.4% | +207.9% |
| All | +226.6% | +16.1% | +210.5% | +160.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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