+102.7%
NOK vs ACI
-43.7%
+146.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.2% |
| 7D | +9.3% | -5.0% | +14.4% | +9.7% |
| 30D | +17.9% | -2.3% | +20.2% | +17.9% |
| 3M | -22.3% | -23.2% | +0.9% | -21.0% |
| 6M | +36.4% | -29.5% | +65.9% | +39.3% |
| YTD | +66.3% | -28.6% | +94.9% | +69.3% |
| 1Y | +134.4% | -34.0% | +168.5% | +140.0% |
| 3Y | +186.6% | -45.0% | +231.6% | +197.2% |
| 5Y | +102.7% | -44.0% | +146.7% | +104.7% |
| All | +102.7% | -43.7% | +146.4% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling