+281.7%
AA vs ACI
+29.9%
+251.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.4% | +6.3% | +3.6% |
| 7D | +0.9% | -2.2% | +3.1% | +1.4% |
| 30D | -6.7% | +10.3% | -17.0% | -8.9% |
| 3M | -16.3% | +7.2% | -23.5% | -18.1% |
| 6M | -37.1% | -18.0% | -19.1% | -35.1% |
| YTD | -25.0% | -22.0% | -3.0% | -22.3% |
| 1Y | +8.6% | -23.4% | +31.9% | +13.0% |
| 3Y | +57.2% | -35.8% | +93.1% | +70.4% |
| 5Y | -13.0% | -43.7% | +30.6% | -4.3% |
| All | +281.7% | +29.9% | +251.8% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling