-31.6%
ACI vs AGI
+127.5%
-159.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +2.3% | -10.1% | +12.4% | +2.6% |
| 30D | +1.2% | -6.5% | +7.8% | +1.3% |
| 3M | +6.8% | -12.8% | +19.6% | +7.0% |
| 6M | -18.7% | -34.3% | +15.6% | -17.8% |
| YTD | -20.2% | -25.6% | +5.4% | -20.5% |
| 1Y | -23.7% | -14.2% | -9.5% | -24.8% |
| 3Y | -31.6% | +127.3% | -158.9% | -38.9% |
| All | -31.6% | +127.5% | -159.1% | -38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling