+12.4%
AA vs ACI
-42.9%
+55.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.7% |
| 30D | +5.0% | +5.9% | -0.9% | +3.6% |
| 3M | -35.8% | -19.8% | -16.1% | -33.2% |
| 6M | -18.4% | -24.7% | +6.3% | -14.2% |
| YTD | -5.5% | -24.4% | +18.9% | -1.2% |
| 1Y | +61.0% | -31.5% | +92.5% | +72.7% |
| 3Y | +66.2% | -38.7% | +104.9% | +82.6% |
| All | +12.4% | -42.9% | +55.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling