+332.4%
NEM vs ACGL
+332.3%
+0.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.4% |
| 7D | +14.7% | -1.1% | +15.8% | +14.9% |
| 30D | +6.2% | +13.1% | -6.9% | +4.9% |
| 3M | +11.0% | +9.8% | +1.2% | +9.9% |
| 6M | +7.9% | +15.3% | -7.4% | +6.1% |
| YTD | +26.2% | +12.7% | +13.4% | +24.0% |
| 1Y | +51.5% | +20.7% | +30.8% | +47.6% |
| 3Y | +290.6% | +34.3% | +256.3% | +274.9% |
| 5Y | +153.1% | +170.6% | -17.5% | +119.0% |
| 10Y | +332.4% | +330.6% | +1.8% | +425.6% |
| All | +332.4% | +332.3% | +0.1% | +425.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling