+24.4%
NSC vs ACI
-43.3%
+67.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.6% | -2.5% |
| 7D | -6.6% | -2.2% | -4.4% | -6.4% |
| 30D | +2.2% | +10.3% | -8.1% | +1.1% |
| 3M | -6.2% | +7.2% | -13.4% | -6.9% |
| 6M | +1.7% | -18.0% | +19.7% | +3.6% |
| YTD | +12.2% | -22.0% | +34.2% | +14.8% |
| 1Y | +15.4% | -23.4% | +38.8% | +18.3% |
| 3Y | +73.3% | -35.8% | +109.2% | +81.7% |
| All | +24.4% | -43.3% | +67.7% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling