+276.1%
ACGL vs NIO
-43.5%
+319.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.9% | -8.9% | -3.1% |
| 7D | +0.9% | +5.6% | -4.7% | +0.7% |
| 30D | +13.7% | -4.2% | +18.0% | +13.8% |
| 3M | +8.0% | -26.3% | +34.4% | +8.9% |
| 6M | +13.3% | -42.5% | +55.8% | +14.9% |
| YTD | +11.8% | -33.5% | +45.4% | +12.7% |
| 1Y | +22.2% | -52.7% | +74.9% | +24.4% |
| 3Y | +32.5% | -57.5% | +89.9% | +33.3% |
| 5Y | +160.2% | -92.0% | +252.2% | +173.8% |
| All | +276.1% | -43.5% | +319.6% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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