+1,697.2%
ACN vs NEM
+875.3%
+822.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.2% |
| 7D | -1.5% | +0.3% | -1.8% | -1.5% |
| 30D | +9.4% | +23.1% | -13.7% | +7.4% |
| 3M | +5.6% | +18.5% | -12.8% | +3.9% |
| 6M | -9.3% | +7.8% | -17.0% | -10.3% |
| YTD | -29.0% | +29.1% | -58.1% | -31.2% |
| 1Y | -24.7% | +72.7% | -97.3% | -29.2% |
| 3Y | -39.8% | +248.7% | -288.6% | -47.8% |
| 5Y | -40.9% | +148.7% | -189.6% | -47.6% |
| 10Y | +91.1% | +304.8% | -213.7% | +60.3% |
| All | +1,697.2% | +875.3% | +822.0% | +1,397.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling