+136.1%
NI vs ACGL
+263.8%
-127.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.7% | +2.1% |
| 7D | +2.3% | -2.9% | +5.2% | +3.4% |
| 30D | -1.7% | -2.8% | +1.1% | -0.7% |
| 3M | -8.0% | +6.8% | -14.8% | -10.4% |
| 6M | -8.6% | -1.5% | -7.1% | -8.5% |
| YTD | +2.3% | -0.2% | +2.6% | +1.7% |
| 1Y | +6.9% | +5.3% | +1.6% | +4.0% |
| 3Y | +70.6% | +30.3% | +40.3% | +48.8% |
| 5Y | +96.4% | +151.8% | -55.4% | +25.4% |
| 10Y | +136.1% | +266.9% | -130.7% | +31.6% |
| All | +136.1% | +263.8% | -127.7% | +31.6% |
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