+422.0%
NUE vs ACGL
+324.4%
+97.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | +2.8% | +2.2% | +0.6% | +1.7% |
| 30D | -2.1% | +12.3% | -14.4% | -7.9% |
| 3M | -7.3% | +11.8% | -19.1% | -12.8% |
| 6M | +8.9% | +17.5% | -8.6% | -0.7% |
| YTD | +55.6% | +14.3% | +41.3% | +43.1% |
| 1Y | +74.7% | +18.2% | +56.5% | +57.7% |
| 3Y | +71.7% | +33.2% | +38.5% | +40.4% |
| 5Y | +141.2% | +174.3% | -33.1% | +25.4% |
| All | +422.0% | +324.4% | +97.7% | +111.9% |
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