+152.3%
ACN vs NSC
+296.2%
-143.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.0% |
| 7D | -3.8% | +2.5% | -6.3% | -5.0% |
| 30D | +16.5% | +1.7% | +14.8% | +15.5% |
| 3M | +41.5% | -2.6% | +44.0% | +42.8% |
| 6M | +60.1% | +6.4% | +53.6% | +54.4% |
| YTD | -3.9% | +15.5% | -19.4% | -11.6% |
| 1Y | +4.1% | +17.6% | -13.5% | -5.0% |
| 3Y | -15.9% | +75.0% | -90.8% | -38.8% |
| 5Y | -26.3% | +32.2% | -58.5% | -38.9% |
| All | +152.3% | +296.2% | -143.9% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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