+348.9%
NEM vs ACGL
+4,429.2%
-4,080.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +23.1% | -1.0% | +24.1% | +23.2% |
| 3M | +18.5% | +11.0% | +7.4% | +17.1% |
| 6M | +7.8% | -0.3% | +8.1% | +7.6% |
| YTD | +29.1% | +2.3% | +26.8% | +28.4% |
| 1Y | +72.7% | +6.4% | +66.3% | +70.9% |
| 3Y | +248.7% | +34.0% | +214.8% | +236.3% |
| 5Y | +148.7% | +161.6% | -13.0% | +122.8% |
| 10Y | +304.8% | +278.6% | +26.2% | +243.6% |
| All | +348.9% | +4,429.2% | -4,080.3% | +257.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling