+344.1%
NEM vs ACM
+132.6%
+211.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.3% |
| 7D | -6.4% | +5.6% | -12.1% | -7.3% |
| 30D | +1.4% | +20.8% | -19.4% | -1.8% |
| 3M | -0.7% | +11.4% | -12.1% | -2.6% |
| 6M | -4.5% | +0.9% | -5.4% | -5.1% |
| YTD | +14.0% | -24.8% | +38.9% | +18.7% |
| 1Y | +27.3% | -46.4% | +73.7% | +40.2% |
| 3Y | +250.5% | -9.2% | +259.7% | +252.9% |
| 5Y | +121.1% | +5.0% | +116.1% | +117.5% |
| All | +344.1% | +132.6% | +211.5% | +306.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 10y: compounded portfolio wealth divided by compounded ACM 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…
10y analysis · Full analysis span regression · 6 months rolling