+24.9%
NSC vs ACGL
+166.8%
-141.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.5% | -1.6% |
| 7D | -6.2% | +0.9% | -7.1% | -6.5% |
| 30D | +2.6% | +13.7% | -11.2% | -1.2% |
| 3M | -5.8% | +8.0% | -13.9% | -8.0% |
| 6M | +2.1% | +13.3% | -11.2% | -1.9% |
| YTD | +12.7% | +11.8% | +0.8% | +8.5% |
| 1Y | +15.9% | +22.2% | -6.4% | +8.6% |
| 3Y | +74.0% | +32.5% | +41.6% | +57.7% |
| All | +24.9% | +166.8% | -141.9% | -21.1% |
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 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