+180.5%
NXT vs ACI
-36.7%
+217.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +2.9% | -2.6% | +5.4% | +2.9% |
| 30D | -17.2% | +1.1% | -18.3% | -17.3% |
| 3M | -32.0% | -23.6% | -8.3% | -31.3% |
| 6M | -15.8% | -29.9% | +14.2% | -14.4% |
| YTD | -1.9% | -26.9% | +25.0% | -1.0% |
| 1Y | +22.5% | -34.2% | +56.7% | +25.5% |
| 3Y | +100.5% | -43.6% | +144.2% | +106.2% |
| All | +180.5% | -36.7% | +217.2% | +188.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling