+22.7%
NXT vs ACI
-32.3%
+55.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.1% |
| 30D | -15.3% | +5.9% | -21.2% | -15.0% |
| 3M | -43.8% | -19.8% | -24.0% | -44.5% |
| 6M | -18.7% | -24.7% | +6.1% | -20.1% |
| YTD | -3.0% | -24.4% | +21.4% | -4.8% |
| 1Y | +22.7% | -31.5% | +54.2% | +27.0% |
| All | +22.7% | -32.3% | +55.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling