+57.2%
AA vs ACI
-35.7%
+92.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.2% |
| 7D | +0.9% | -2.2% | +3.1% | +1.1% |
| 30D | -6.7% | +10.3% | -17.0% | -7.5% |
| 3M | -16.3% | +7.2% | -23.5% | -17.0% |
| 6M | -37.1% | -18.0% | -19.1% | -35.8% |
| YTD | -25.0% | -22.0% | -3.0% | -23.5% |
| 1Y | +8.6% | -23.4% | +31.9% | +11.2% |
| 3Y | +57.2% | -35.8% | +93.1% | +75.1% |
| All | +57.2% | -35.7% | +92.9% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling