+34.4%
ACI vs A
+113.4%
-79.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.4% | +2.3% |
| 7D | -0.6% | +1.4% | -2.0% | -0.7% |
| 30D | +9.5% | +4.3% | +5.2% | +9.1% |
| 3M | +10.1% | +19.8% | -9.7% | +8.4% |
| 6M | -15.4% | +54.4% | -69.8% | -18.9% |
| YTD | -19.5% | +31.7% | -51.3% | -21.6% |
| 1Y | -21.0% | +22.4% | -43.4% | -22.3% |
| 3Y | -31.2% | +67.7% | -98.9% | -36.1% |
| 5Y | -40.6% | +15.7% | -56.3% | -44.1% |
| All | +34.4% | +113.4% | -79.0% | +17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling