+191.9%
NI vs ACM
+131.3%
+60.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.1% | +5.1% | -2.0% | +1.9% |
| 30D | +11.2% | +18.7% | -7.5% | +6.7% |
| 3M | +9.8% | +15.5% | -5.6% | +5.8% |
| 6M | -1.6% | +1.2% | -2.8% | -2.7% |
| YTD | +12.6% | -25.2% | +37.9% | +19.1% |
| 1Y | +7.8% | -46.3% | +54.1% | +24.3% |
| 3Y | +100.5% | -9.6% | +110.1% | +96.9% |
| 5Y | +114.4% | +4.4% | +110.0% | +100.0% |
| All | +191.9% | +131.3% | +60.6% | +119.0% |
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