-16.9%
ACI vs AGI
-1.1%
-15.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +10.8% | -7.2% | +3.5% |
| 7D | +4.5% | -5.3% | +9.8% | +4.3% |
| 30D | +20.9% | -7.1% | +28.0% | +20.6% |
| 3M | +15.2% | +4.4% | +10.8% | +15.1% |
| 6M | -13.3% | -23.0% | +9.7% | -13.7% |
| YTD | -16.2% | -22.0% | +5.8% | -18.1% |
| 1Y | -16.9% | +0.3% | -17.1% | -21.1% |
| All | -16.9% | -1.1% | -15.8% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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