-21.0%
ACI vs A
+22.0%
-42.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.0% |
| 7D | -0.6% | +1.4% | -2.0% | -0.4% |
| 30D | +9.5% | +4.3% | +5.2% | +10.2% |
| 3M | +10.1% | +19.8% | -9.7% | +12.9% |
| 6M | -15.4% | +54.4% | -69.8% | -10.7% |
| YTD | -19.5% | +31.7% | -51.3% | -16.1% |
| 1Y | -21.0% | +22.4% | -43.4% | -16.5% |
| All | -21.0% | +22.0% | -42.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling