+309.6%
NSC vs ACGL
+337.7%
-28.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.1% | -1.4% |
| 7D | -6.6% | +0.9% | -7.5% | -7.0% |
| 30D | +2.2% | +13.7% | -11.6% | -3.9% |
| 3M | -6.2% | +8.0% | -14.3% | -9.7% |
| 6M | +1.7% | +13.3% | -11.6% | -4.7% |
| YTD | +12.2% | +11.8% | +0.4% | +5.5% |
| 1Y | +15.4% | +22.2% | -6.8% | +3.9% |
| 3Y | +73.3% | +32.5% | +40.9% | +45.5% |
| 5Y | +24.7% | +160.2% | -135.5% | -30.5% |
| All | +309.6% | +337.7% | -28.1% | +53.9% |
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