-34.2%
ACI vs A
+14.6%
-48.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -1.4% |
| 7D | -7.1% | -4.6% | -2.5% | -7.7% |
| 30D | -4.5% | -4.3% | -0.2% | -5.1% |
| 3M | -22.3% | +8.9% | -31.2% | -21.2% |
| 6M | -28.4% | +24.5% | -52.9% | -26.7% |
| YTD | -29.5% | +5.8% | -35.3% | -28.7% |
| 1Y | -34.2% | +16.2% | -50.5% | -32.8% |
| All | -34.2% | +14.6% | -48.8% | -32.8% |
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