-18.6%
NRG vs AU
+100.5%
-119.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.7% | +7.0% |
| 7D | +7.1% | -3.6% | +10.7% | +8.1% |
| 30D | -1.4% | +23.9% | -25.3% | -7.7% |
| 3M | -10.5% | +19.1% | -29.5% | -15.9% |
| 6M | -26.7% | -0.2% | -26.6% | -29.0% |
| YTD | -24.5% | +32.5% | -57.0% | -31.8% |
| 1Y | -18.6% | +96.9% | -115.5% | -36.7% |
| All | -18.6% | +100.5% | -119.0% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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