+436.0%
NUE vs ACGL
+332.0%
+104.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.4% |
| 7D | -6.2% | +1.3% | -7.5% | -6.9% |
| 30D | +2.5% | +14.2% | -11.7% | -4.4% |
| 3M | -6.4% | +11.1% | -17.5% | -11.6% |
| 6M | +13.3% | +16.4% | -3.1% | +3.8% |
| YTD | +58.5% | +13.8% | +44.8% | +46.1% |
| 1Y | +81.9% | +21.6% | +60.3% | +61.8% |
| 3Y | +75.3% | +33.5% | +41.7% | +43.0% |
| 5Y | +149.9% | +174.8% | -24.9% | +29.7% |
| 10Y | +436.0% | +330.4% | +105.6% | +118.0% |
| All | +436.0% | +332.0% | +104.0% | +118.0% |
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