+45.2%
NU vs ACGL
+135.1%
-89.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -2.6% | -2.1% | -0.5% | -1.8% |
| 30D | +8.2% | -2.2% | +10.4% | +9.1% |
| 3M | +26.3% | +6.3% | +19.9% | +22.9% |
| 6M | +2.2% | +0.5% | +1.7% | +1.6% |
| YTD | -10.4% | +0.2% | -10.6% | -11.3% |
| 1Y | -3.0% | +7.3% | -10.2% | -6.8% |
| 3Y | +120.3% | +30.8% | +89.4% | +85.5% |
| All | +45.2% | +135.1% | -89.9% | -20.8% |
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