+238.2%
NEM vs ACGL
+31.5%
+206.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.1% |
| 7D | +13.4% | +0.9% | +12.5% | +13.4% |
| 30D | +6.5% | +13.7% | -7.2% | +6.1% |
| 3M | +14.9% | +8.0% | +6.9% | +14.7% |
| 6M | +5.5% | +13.3% | -7.8% | +4.8% |
| YTD | +21.9% | +11.8% | +10.0% | +20.6% |
| 1Y | +47.9% | +22.2% | +25.6% | +44.1% |
| 3Y | +238.2% | +32.5% | +205.7% | +256.2% |
| All | +238.2% | +31.5% | +206.7% | +256.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling