+118.5%
NSC vs ACI
+31.1%
+87.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | -5.4% | -5.9% | +0.5% | -5.0% |
| 30D | +2.9% | +7.2% | -4.3% | +2.5% |
| 3M | -2.2% | +8.8% | -11.0% | -2.7% |
| 6M | +5.3% | -17.2% | +22.5% | +6.4% |
| YTD | +14.8% | -21.3% | +36.0% | +16.3% |
| 1Y | +16.6% | -23.7% | +40.3% | +18.4% |
| 3Y | +78.6% | -32.8% | +111.4% | +82.8% |
| 5Y | +27.2% | -41.4% | +68.6% | +30.0% |
| All | +118.5% | +31.1% | +87.4% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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