+153.4%
NEM vs ACGL
+158.6%
-5.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | -0.7% |
| 7D | +3.9% | -2.9% | +6.8% | +4.0% |
| 30D | +12.7% | -2.8% | +15.5% | +12.9% |
| 3M | +28.7% | +6.8% | +21.8% | +27.8% |
| 6M | +9.8% | -1.5% | +11.3% | +9.6% |
| YTD | +28.1% | -0.2% | +28.3% | +27.5% |
| 1Y | +69.3% | +5.3% | +64.1% | +67.4% |
| 3Y | +247.7% | +30.3% | +217.4% | +240.6% |
| 5Y | +153.4% | +151.8% | +1.6% | +127.0% |
| All | +153.4% | +158.6% | -5.2% | +127.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling