+189.0%
NI vs ACGL
+332.0%
-143.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | +11.9% | +14.2% | -2.3% | +6.5% |
| 3M | +9.1% | +11.1% | -2.0% | +4.9% |
| 6M | -1.8% | +16.4% | -18.1% | -7.4% |
| YTD | +11.4% | +13.8% | -2.4% | +5.4% |
| 1Y | +6.4% | +21.6% | -15.2% | -1.8% |
| 3Y | +98.2% | +33.5% | +64.7% | +72.6% |
| 5Y | +110.1% | +174.8% | -64.8% | +30.5% |
| 10Y | +189.0% | +330.4% | -141.4% | +59.5% |
| All | +189.0% | +332.0% | -143.0% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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