-49.7%
NRG vs AU
+42.5%
-92.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.0% | -21.5% | -15.4% |
| 7D | -13.7% | +0.8% | -14.5% | -14.1% |
| 30D | -13.6% | -7.0% | -6.6% | -12.1% |
| 3M | -28.5% | +8.5% | -37.1% | -31.2% |
| 6M | -45.8% | -1.3% | -44.5% | -47.0% |
| YTD | -46.9% | +6.8% | -53.7% | -49.4% |
| 1Y | -49.7% | +44.6% | -94.3% | -56.8% |
| All | -49.7% | +42.5% | -92.2% | -56.8% |
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