-43.0%
ACN vs NEM
+248.5%
-291.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -6.3% | +3.1% | -9.4% | -6.3% |
| 30D | -1.4% | +10.0% | -11.4% | -1.4% |
| 3M | +2.6% | +30.9% | -28.3% | +3.0% |
| 6M | -14.3% | +10.5% | -24.8% | -14.0% |
| YTD | -33.1% | +29.7% | -62.9% | -33.3% |
| 1Y | -28.8% | +71.1% | -99.9% | -30.0% |
| All | -43.0% | +248.5% | -291.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 3y: compounded portfolio wealth divided by compounded NEM 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…
3y analysis · Full analysis span regression · 6 months rolling