+303.7%
AA vs ACI
+31.1%
+272.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.8% | +5.6% |
| 7D | +4.8% | -5.9% | +10.7% | +6.2% |
| 30D | -0.6% | +7.2% | -7.9% | -2.4% |
| 3M | -16.3% | +8.8% | -25.1% | -18.2% |
| 6M | -33.4% | -17.2% | -16.2% | -31.4% |
| YTD | -20.7% | -21.3% | +0.6% | -18.0% |
| 1Y | +12.9% | -23.7% | +36.7% | +17.8% |
| 3Y | +75.7% | -32.8% | +108.6% | +88.0% |
| 5Y | -6.8% | -41.4% | +34.6% | +1.7% |
| All | +303.7% | +31.1% | +272.6% | +296.4% |
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