-56.5%
NKE vs ACI
+21.2%
-77.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.8% | +0.1% |
| 7D | -4.2% | -3.7% | -0.4% | -3.7% |
| 30D | -8.2% | +0.6% | -8.8% | -8.2% |
| 3M | -19.1% | -20.3% | +1.2% | -17.2% |
| 6M | -32.6% | -24.7% | -8.0% | -30.7% |
| YTD | -40.7% | -27.2% | -13.5% | -38.8% |
| 1Y | -48.9% | -32.7% | -16.1% | -46.8% |
| 3Y | -59.2% | -43.9% | -15.3% | -56.8% |
| 5Y | -75.3% | -38.9% | -36.5% | -74.3% |
| All | -56.5% | +21.2% | -77.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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