+177.4%
NXT vs ACI
-34.6%
+212.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.5% |
| 3M | -43.8% | -19.8% | -24.0% | -43.3% |
| 6M | -18.7% | -24.7% | +6.1% | -17.9% |
| YTD | -3.0% | -24.4% | +21.4% | -2.2% |
| 1Y | +22.7% | -31.5% | +54.2% | +25.5% |
| 3Y | +95.9% | -38.7% | +134.6% | +103.0% |
| All | +177.4% | -34.6% | +212.0% | +185.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling