-27.3%
NRG vs AU
+72.0%
-99.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | -4.3% | -0.4% | -3.6% |
| 30D | -6.0% | +7.3% | -13.3% | -8.3% |
| 3M | -8.0% | +26.3% | -34.3% | -14.8% |
| 6M | -23.2% | +1.8% | -24.9% | -25.8% |
| YTD | -28.1% | +26.8% | -54.9% | -34.1% |
| 1Y | -27.3% | +66.7% | -94.0% | -38.3% |
| All | -27.3% | +72.0% | -99.3% | -38.3% |
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