+267.0%
NEM vs ACI
-31.8%
+298.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.1% | -1.2% |
| 7D | +0.3% | -5.3% | +5.6% | +0.7% |
| 30D | +1.1% | +5.0% | -3.9% | +0.7% |
| 3M | +1.3% | +7.5% | -6.2% | +0.7% |
| 6M | -1.4% | -16.0% | +14.6% | +0.1% |
| YTD | +19.4% | -20.6% | +40.1% | +21.9% |
| 1Y | +32.9% | -23.5% | +56.5% | +36.8% |
| All | +267.0% | -31.8% | +298.9% | +297.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling