+230.2%
NXT vs ACGL
+78.0%
+152.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -5.7% | -1.4% | -4.4% | -6.0% |
| 30D | +18.5% | +12.4% | +6.2% | +22.6% |
| 3M | -4.1% | +11.1% | -15.2% | -1.0% |
| 6M | -20.3% | +16.3% | -36.7% | -16.3% |
| YTD | +15.5% | +13.8% | +1.7% | +21.1% |
| 1Y | -5.0% | +20.4% | -25.4% | +0.3% |
| 3Y | +191.6% | +33.6% | +158.1% | +211.9% |
| All | +230.2% | +78.0% | +152.2% | +220.7% |
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 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