+28.0%
NXT vs ACI
-35.6%
+63.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.4% | -1.2% | -3.8% |
| 7D | -0.2% | -5.0% | +4.8% | -0.6% |
| 30D | -20.0% | -2.3% | -17.7% | -20.1% |
| 3M | -30.9% | -23.2% | -7.8% | -32.3% |
| 6M | -23.8% | -29.5% | +5.7% | -25.7% |
| YTD | -5.4% | -28.6% | +23.2% | -7.9% |
| 1Y | +28.0% | -34.0% | +62.1% | +18.6% |
| All | +28.0% | -35.6% | +63.7% | +18.6% |
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