-42.4%
ACI vs NVS
+134.2%
-176.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +2.3% | -1.3% | +3.5% | +2.6% |
| 30D | +1.2% | +9.3% | -8.0% | -0.7% |
| 3M | +6.8% | +5.8% | +1.0% | +5.2% |
| 6M | -18.7% | +7.2% | -25.9% | -20.4% |
| YTD | -20.2% | +20.0% | -40.2% | -24.1% |
| 1Y | -23.7% | +25.4% | -49.1% | -28.3% |
| 3Y | -31.6% | +89.2% | -120.8% | -41.9% |
| All | -42.4% | +134.2% | -176.6% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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