+20.4%
NXT vs AIG
-1.7%
+22.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.6% | -2.4% | -0.2% | -3.5% |
| 30D | -22.4% | -2.9% | -19.5% | -23.3% |
| 3M | -27.3% | +0.8% | -28.1% | -27.1% |
| 6M | -28.5% | -2.7% | -25.8% | -28.9% |
| YTD | -6.6% | -11.2% | +4.6% | -10.4% |
| 1Y | +20.4% | -1.5% | +21.9% | +20.2% |
| All | +20.4% | -1.7% | +22.1% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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