+212.0%
NXT vs AIG
+47.0%
+165.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | -9.4% | +6.6% | -16.0% | -10.0% |
| 30D | +15.1% | +7.0% | +8.1% | +14.2% |
| 3M | -9.1% | +9.7% | -18.8% | -10.1% |
| 6M | -30.3% | +10.8% | -41.1% | -31.5% |
| YTD | +9.1% | -1.3% | +10.4% | +9.6% |
| 1Y | +7.9% | +8.4% | -0.5% | +5.8% |
| 3Y | +176.5% | +39.0% | +137.5% | +142.5% |
| All | +212.0% | +47.0% | +165.0% | +172.0% |
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