+170.6%
ACGL vs NIO
-92.2%
+262.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -1.1% | +6.9% | -8.0% | -1.1% |
| 30D | +13.1% | -4.7% | +17.9% | +13.2% |
| 3M | +9.8% | -28.1% | +37.8% | +10.1% |
| 6M | +15.3% | -41.7% | +57.0% | +15.9% |
| YTD | +12.7% | -33.1% | +45.9% | +12.9% |
| 1Y | +20.7% | -50.3% | +71.0% | +21.5% |
| 3Y | +34.3% | -54.4% | +88.6% | +34.2% |
| 5Y | +170.6% | -91.6% | +262.2% | +190.3% |
| All | +170.6% | -92.2% | +262.8% | +190.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling