-41.2%
ACI vs A
+15.4%
-56.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.5% |
| 7D | -2.2% | -0.1% | -2.2% | -2.2% |
| 30D | +10.3% | +3.4% | +6.9% | +9.9% |
| 3M | +7.2% | +23.8% | -16.6% | +5.1% |
| 6M | -18.0% | +49.0% | -67.0% | -21.5% |
| YTD | -22.0% | +29.4% | -51.4% | -24.1% |
| 1Y | -23.4% | +19.4% | -42.7% | -24.6% |
| 3Y | -35.8% | +66.2% | -102.0% | -41.2% |
| All | -41.2% | +15.4% | -56.6% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling