+167.1%
NXT vs AIG
+32.2%
+134.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.6% | -2.4% | -0.2% | -2.3% |
| 30D | -22.4% | -2.9% | -19.5% | -22.2% |
| 3M | -27.3% | +0.8% | -28.1% | -27.7% |
| 6M | -28.5% | -2.7% | -25.8% | -28.5% |
| YTD | -6.6% | -11.2% | +4.6% | -4.9% |
| 1Y | +20.4% | -1.5% | +21.9% | +18.5% |
| 3Y | +90.9% | +34.4% | +56.6% | +64.9% |
| All | +167.1% | +32.2% | +134.9% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling