+247.7%
NEM vs ACI
-43.5%
+291.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | +3.9% | -2.6% | +6.4% | +4.1% |
| 30D | +12.7% | +1.1% | +11.6% | +12.6% |
| 3M | +28.7% | -23.6% | +52.3% | +32.1% |
| 6M | +9.8% | -29.9% | +39.7% | +14.3% |
| YTD | +28.1% | -26.9% | +55.0% | +31.9% |
| 1Y | +69.3% | -34.2% | +103.6% | +79.0% |
| 3Y | +247.7% | -43.6% | +291.3% | +299.0% |
| All | +247.7% | -43.5% | +291.1% | +299.0% |
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