+127.1%
NEM vs ACI
+32.8%
+94.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -6.4% | +2.3% | -8.7% | -6.6% |
| 30D | +1.4% | +1.2% | +0.2% | +1.2% |
| 3M | -0.7% | +6.8% | -7.5% | -1.5% |
| 6M | -4.5% | -18.7% | +14.3% | -3.0% |
| YTD | +14.0% | -20.2% | +34.3% | +15.8% |
| 1Y | +27.3% | -23.7% | +51.0% | +30.0% |
| 3Y | +250.5% | -31.6% | +282.1% | +262.0% |
| 5Y | +121.1% | -42.8% | +163.8% | +128.3% |
| All | +127.1% | +32.8% | +94.2% | +124.9% |
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 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