+192.3%
NI vs ACM
+130.8%
+61.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.6% | +3.0% | -2.4% | -0.1% |
| 30D | +11.2% | +19.7% | -8.4% | +6.6% |
| 3M | +9.2% | +5.3% | +3.8% | +7.4% |
| 6M | -1.8% | -10.8% | +8.9% | -0.1% |
| YTD | +12.0% | -25.1% | +37.1% | +18.2% |
| 1Y | +6.4% | -45.8% | +52.2% | +22.1% |
| 3Y | +99.4% | -9.4% | +108.7% | +95.9% |
| 5Y | +113.1% | +4.8% | +108.3% | +99.1% |
| 10Y | +192.3% | +129.8% | +62.5% | +119.2% |
| All | +192.3% | +130.8% | +61.4% | +119.2% |
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