+244.4%
NXT vs ACGL
+74.9%
+169.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.3% | +4.6% |
| 7D | +32.2% | +0.9% | +31.4% | +32.4% |
| 30D | +21.9% | +13.7% | +8.2% | +26.5% |
| 3M | +6.6% | +8.0% | -1.5% | +9.2% |
| 6M | -16.8% | +13.3% | -30.1% | -13.2% |
| YTD | +20.4% | +11.8% | +8.6% | +25.7% |
| 1Y | -1.5% | +22.2% | -23.8% | +3.7% |
| 3Y | +182.4% | +32.5% | +149.9% | +200.3% |
| All | +244.4% | +74.9% | +169.5% | +232.8% |
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 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