+298.3%
NSC vs ACGL
+332.0%
-33.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -3.4% | +1.3% | -4.7% | -4.0% |
| 30D | +3.6% | +14.2% | -10.6% | -2.7% |
| 3M | -1.4% | +11.1% | -12.5% | -6.3% |
| 6M | +6.0% | +16.4% | -10.4% | -1.9% |
| YTD | +15.5% | +13.8% | +1.7% | +7.7% |
| 1Y | +16.2% | +21.6% | -5.3% | +5.0% |
| 3Y | +76.9% | +33.5% | +43.4% | +48.1% |
| 5Y | +29.3% | +174.8% | -145.5% | -30.0% |
| 10Y | +298.3% | +330.4% | -32.1% | +54.1% |
| All | +298.3% | +332.0% | -33.7% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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