+157.7%
NEM vs ACI
-43.7%
+201.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.6% |
| 7D | +3.1% | -5.0% | +8.1% | +3.7% |
| 30D | +10.0% | -2.3% | +12.3% | +10.2% |
| 3M | +30.9% | -23.2% | +54.1% | +34.8% |
| 6M | +10.5% | -29.5% | +40.0% | +15.0% |
| YTD | +29.7% | -28.6% | +58.3% | +34.5% |
| 1Y | +71.1% | -34.0% | +105.2% | +79.6% |
| 3Y | +252.1% | -45.0% | +297.1% | +280.8% |
| 5Y | +157.7% | -44.0% | +201.7% | +169.2% |
| All | +157.7% | -43.7% | +201.4% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling