+283.6%
AA vs ACI
+32.8%
+250.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +0.5% | +2.3% | -1.8% | 0.0% |
| 30D | -0.6% | +1.2% | -1.8% | -1.1% |
| 3M | -19.7% | +6.8% | -26.4% | -21.2% |
| 6M | -41.6% | -18.7% | -22.8% | -39.5% |
| YTD | -24.6% | -20.2% | -4.4% | -22.3% |
| 1Y | +4.9% | -23.7% | +28.6% | +9.5% |
| 3Y | +66.8% | -31.6% | +98.5% | +77.7% |
| 5Y | -19.4% | -42.8% | +23.4% | -11.6% |
| All | +283.6% | +32.8% | +250.8% | +275.5% |
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 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