+32.9%
NEM vs ACGL
+21.3%
+11.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | +0.3% | -1.4% | +1.7% | -0.1% |
| 30D | +1.1% | +12.4% | -11.2% | +5.5% |
| 3M | +1.3% | +11.1% | -9.8% | +5.2% |
| 6M | -1.4% | +16.3% | -17.7% | +5.2% |
| YTD | +19.4% | +13.8% | +5.6% | +23.5% |
| 1Y | +32.9% | +20.4% | +12.5% | +31.7% |
| All | +32.9% | +21.3% | +11.6% | +31.7% |
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