-27.3%
NRG vs ALC
-14.7%
-12.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | -4.7% | -6.3% | +1.7% | -3.4% |
| 30D | -6.0% | -10.3% | +4.3% | -3.8% |
| 3M | -8.0% | -0.7% | -7.2% | -8.5% |
| 6M | -23.2% | -17.8% | -5.3% | -21.0% |
| YTD | -28.1% | -15.8% | -12.2% | -25.0% |
| 1Y | -27.3% | -16.7% | -10.5% | -22.7% |
| All | -27.3% | -14.7% | -12.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling