+16.5%
NU vs ACGL
+162.4%
-145.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.4% | +3.5% |
| 7D | +3.6% | +0.9% | +2.8% | +3.2% |
| 30D | -22.8% | +13.7% | -36.5% | -26.6% |
| 3M | -14.8% | +8.0% | -22.8% | -17.5% |
| 6M | -16.9% | +13.3% | -30.2% | -21.2% |
| YTD | -28.1% | +11.8% | -40.0% | -31.9% |
| 1Y | -24.5% | +22.2% | -46.8% | -31.0% |
| 3Y | +44.8% | +32.5% | +12.3% | +23.5% |
| All | +16.5% | +162.4% | -145.9% | -39.2% |
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