+193.4%
NI vs ACM
+132.6%
+60.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.4% |
| 7D | +4.3% | +5.6% | -1.3% | +2.9% |
| 30D | +12.4% | +20.8% | -8.5% | +7.4% |
| 3M | +10.2% | +11.4% | -1.2% | +7.1% |
| 6M | -0.8% | +0.9% | -1.7% | -1.9% |
| YTD | +13.2% | -24.8% | +38.1% | +19.6% |
| 1Y | +10.1% | -46.4% | +56.5% | +27.0% |
| 3Y | +103.1% | -9.2% | +112.3% | +99.3% |
| 5Y | +115.5% | +5.0% | +110.6% | +100.8% |
| All | +193.4% | +132.6% | +60.8% | +119.9% |
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