+153.2%
NEM vs ACI
+17.4%
+135.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.9% |
| 7D | -3.3% | -7.1% | +3.8% | -2.6% |
| 30D | +7.8% | -4.5% | +12.3% | +8.2% |
| 3M | +36.3% | -22.3% | +58.5% | +39.0% |
| 6M | +6.6% | -28.4% | +35.0% | +9.4% |
| YTD | +27.1% | -29.5% | +56.7% | +30.7% |
| 1Y | +62.3% | -34.2% | +96.6% | +68.1% |
| 3Y | +245.1% | -45.7% | +290.7% | +264.7% |
| 5Y | +154.0% | -40.8% | +194.8% | +164.1% |
| All | +153.2% | +17.4% | +135.8% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling