+1,489.3%
NRG vs AON
+1,711.3%
-222.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | -4.7% | -6.3% | +1.6% | -2.3% |
| 30D | -6.0% | -14.1% | +8.1% | -0.6% |
| 3M | -8.0% | -9.5% | +1.5% | -5.6% |
| 6M | -23.2% | -4.0% | -19.1% | -23.7% |
| YTD | -28.1% | -13.8% | -14.3% | -25.8% |
| 1Y | -27.3% | -18.3% | -9.0% | -23.6% |
| 3Y | +208.7% | -7.2% | +215.8% | +200.5% |
| 5Y | +197.7% | +7.3% | +190.3% | +167.9% |
| 10Y | +1,103.3% | +203.6% | +899.7% | +576.2% |
| All | +1,489.3% | +1,711.3% | -222.0% | +426.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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