+62.8%
AA vs ACI
-33.6%
+96.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.3% | +6.8% | +3.4% |
| 7D | +1.7% | -2.6% | +4.2% | +1.5% |
| 30D | +3.3% | +1.1% | +2.2% | +3.3% |
| 3M | -29.4% | -23.6% | -5.8% | -30.3% |
| 6M | -12.8% | -29.9% | +17.1% | -13.9% |
| YTD | -2.1% | -26.9% | +24.7% | -3.9% |
| 1Y | +62.8% | -34.2% | +97.0% | +75.6% |
| All | +62.8% | -33.6% | +96.4% | +75.6% |
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