+51.1%
NEM vs ACGL
+28.7%
+22.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +10.6% |
| 7D | +3.7% | +8.0% | -4.3% | +6.3% |
| 30D | +2.0% | +17.3% | -15.3% | +7.7% |
| 3M | +21.1% | +11.2% | +9.9% | +25.5% |
| 6M | +9.5% | +18.2% | -8.7% | +16.9% |
| YTD | +19.1% | +15.4% | +3.7% | +23.5% |
| 1Y | +51.1% | +26.5% | +24.6% | +51.2% |
| All | +51.1% | +28.7% | +22.4% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling