+323.7%
NEM vs ACGL
+4,853.1%
-4,529.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.0% | +1.3% |
| 7D | +13.4% | +0.9% | +12.5% | +13.3% |
| 30D | +6.5% | +13.7% | -7.2% | +5.2% |
| 3M | +14.9% | +8.0% | +6.9% | +14.0% |
| 6M | +5.5% | +13.3% | -7.8% | +4.1% |
| YTD | +21.9% | +11.8% | +10.0% | +20.1% |
| 1Y | +47.9% | +22.2% | +25.6% | +44.5% |
| 3Y | +238.2% | +32.5% | +205.7% | +226.7% |
| 5Y | +146.2% | +160.2% | -14.0% | +120.8% |
| 10Y | +309.3% | +338.5% | -29.2% | +242.7% |
| All | +323.7% | +4,853.1% | -4,529.3% | +234.2% |
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 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