+1,046.6%
NRG vs AVAV
+520.8%
+525.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -6.8% | -25.0% | +18.2% | -2.4% |
| 3M | -7.1% | -15.0% | +7.8% | -6.2% |
| 6M | -27.6% | -33.6% | +6.1% | -24.2% |
| YTD | -29.2% | -39.2% | +10.0% | -26.2% |
| 1Y | -29.9% | -40.5% | +10.6% | -27.3% |
| 3Y | +198.7% | +29.6% | +169.1% | +161.8% |
| 5Y | +192.9% | +56.7% | +136.2% | +140.2% |
| All | +1,046.6% | +520.8% | +525.8% | +551.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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