+2,310.3%
NI vs ACGL
+4,853.1%
-2,542.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | 0.0% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +9.6% | +13.7% | -4.1% | +6.5% |
| 3M | +2.5% | +8.0% | -5.6% | +0.6% |
| 6M | -5.8% | +13.3% | -19.1% | -8.6% |
| YTD | +8.6% | +11.8% | -3.3% | +5.5% |
| 1Y | +6.0% | +22.2% | -16.3% | +0.9% |
| 3Y | +91.0% | +32.5% | +58.5% | +76.9% |
| 5Y | +104.8% | +160.2% | -55.4% | +61.0% |
| 10Y | +176.7% | +338.5% | -161.8% | +93.3% |
| All | +2,310.3% | +4,853.1% | -2,542.7% | +1,223.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling