+1,065.2%
NRG vs ALM
+2,589.2%
-1,524.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.5% | +8.1% | +1.9% |
| 7D | -4.7% | -11.8% | +7.2% | -4.1% |
| 30D | -6.0% | +7.8% | -13.8% | -6.4% |
| 3M | -8.0% | -9.3% | +1.3% | -8.0% |
| 6M | -23.2% | -30.5% | +7.3% | -22.6% |
| YTD | -28.1% | +75.8% | -103.9% | -30.2% |
| 1Y | -27.3% | +241.2% | -268.5% | -31.4% |
| 3Y | +208.7% | +1,872.6% | -1,664.0% | +170.4% |
| 5Y | +197.7% | +849.6% | -651.9% | +164.6% |
| All | +1,065.2% | +2,589.2% | -1,524.1% | +930.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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