+28.3%
NSC vs ACGL
+174.7%
-146.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -3.8% | +6.4% | -10.2% | -5.5% |
| 30D | +4.1% | +16.6% | -12.5% | -0.5% |
| 3M | -3.3% | +11.6% | -14.9% | -6.4% |
| 6M | +5.9% | +17.5% | -11.6% | +0.6% |
| YTD | +15.5% | +15.3% | +0.2% | +10.2% |
| 1Y | +19.3% | +26.3% | -7.0% | +10.8% |
| 3Y | +79.0% | +35.9% | +43.1% | +61.1% |
| 5Y | +28.3% | +168.2% | -139.9% | -17.6% |
| All | +28.3% | +174.7% | -146.4% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling