+170.4%
NXT vs ACI
-38.2%
+208.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.5% |
| 7D | -0.2% | -5.0% | +4.8% | 0.0% |
| 30D | -20.0% | -2.3% | -17.7% | -19.9% |
| 3M | -30.9% | -23.2% | -7.8% | -30.3% |
| 6M | -23.8% | -29.5% | +5.7% | -22.8% |
| YTD | -5.4% | -28.6% | +23.2% | -4.5% |
| 1Y | +28.0% | -34.0% | +62.1% | +30.6% |
| 3Y | +93.3% | -45.0% | +138.3% | +99.0% |
| All | +170.4% | -38.2% | +208.6% | +178.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling