+157.1%
NEM vs ACI
+25.9%
+131.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +23.1% | +5.9% | +17.2% | +22.4% |
| 3M | +18.5% | -19.8% | +38.3% | +20.6% |
| 6M | +7.8% | -24.7% | +32.5% | +10.2% |
| YTD | +29.1% | -24.4% | +53.5% | +31.9% |
| 1Y | +72.7% | -31.5% | +104.2% | +78.3% |
| 3Y | +248.7% | -38.7% | +287.4% | +264.5% |
| 5Y | +148.7% | -42.8% | +191.5% | +157.5% |
| All | +157.1% | +25.9% | +131.2% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling