+342.1%
NEM vs ACGL
+322.9%
+19.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -5.9% | -1.2% | -4.7% | -5.8% |
| 30D | -2.6% | +12.8% | -15.3% | -3.8% |
| 3M | -4.2% | +12.3% | -16.5% | -5.4% |
| 6M | -5.5% | +15.8% | -21.3% | -7.2% |
| YTD | +13.5% | +13.9% | -0.3% | +11.4% |
| 1Y | +22.2% | +19.0% | +3.1% | +19.2% |
| 3Y | +249.0% | +33.7% | +215.3% | +234.9% |
| 5Y | +120.1% | +173.4% | -53.3% | +89.6% |
| All | +342.1% | +322.9% | +19.2% | +326.0% |
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