+92.7%
NXT vs AIG
+33.4%
+59.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.1% | -3.6% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -20.0% | -3.3% | -16.6% | -19.9% |
| 3M | -30.9% | +2.2% | -33.1% | -31.3% |
| 6M | -23.8% | -2.1% | -21.7% | -24.0% |
| YTD | -5.4% | -11.2% | +5.8% | -4.3% |
| 1Y | +28.0% | -2.1% | +30.2% | +26.4% |
| All | +92.7% | +33.4% | +59.4% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling