+1.8%
AA vs ACI
-22.6%
+24.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.3% |
| 7D | +5.3% | -0.5% | +5.7% | +5.3% |
| 30D | -2.3% | +4.9% | -7.2% | -1.8% |
| 3M | -20.8% | +11.1% | -31.9% | -20.1% |
| 6M | -39.8% | -14.9% | -24.9% | -40.2% |
| YTD | -23.3% | -19.6% | -3.7% | -24.5% |
| 1Y | +1.8% | -22.7% | +24.6% | +2.4% |
| All | +1.8% | -22.6% | +24.5% | +2.4% |
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 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