+28.0%
NU vs ACGL
+168.1%
-140.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.3% | +11.4% | +11.6% |
| 7D | +9.9% | +2.2% | +7.7% | +9.1% |
| 30D | -11.5% | +12.3% | -23.8% | -15.3% |
| 3M | -5.1% | +11.8% | -16.9% | -9.2% |
| 6M | +3.1% | +17.5% | -14.3% | -3.6% |
| YTD | -21.0% | +14.3% | -35.3% | -25.7% |
| 1Y | -15.2% | +18.2% | -33.4% | -21.3% |
| 3Y | +56.4% | +33.2% | +23.3% | +33.7% |
| All | +28.0% | +168.1% | -140.1% | -33.7% |
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