+323.6%
NSC vs ACGL
+276.1%
+47.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | -5.5% | -0.7% | -4.8% | -5.2% |
| 30D | -3.2% | -1.0% | -2.2% | -2.8% |
| 3M | +7.7% | +11.0% | -3.4% | +2.2% |
| 6M | +4.5% | -0.3% | +4.8% | +4.1% |
| YTD | +15.6% | +2.3% | +13.3% | +13.5% |
| 1Y | +19.8% | +6.4% | +13.5% | +15.1% |
| 3Y | +70.1% | +34.0% | +36.1% | +40.9% |
| 5Y | +46.1% | +161.6% | -115.5% | -19.5% |
| All | +323.6% | +276.1% | +47.6% | +88.0% |
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