+32.6%
ACI vs A
+112.3%
-79.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.3% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | +5.0% | +3.3% | +1.8% | +4.7% |
| 3M | +7.5% | +18.5% | -11.0% | +5.9% |
| 6M | -16.0% | +59.3% | -75.3% | -19.8% |
| YTD | -20.6% | +31.0% | -51.7% | -22.7% |
| 1Y | -23.5% | +19.3% | -42.9% | -24.6% |
| 3Y | -32.1% | +66.8% | -98.9% | -36.9% |
| 5Y | -42.5% | +15.5% | -58.0% | -45.9% |
| All | +32.6% | +112.3% | -79.7% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling