-29.5%
ACI vs AS
+139.2%
-168.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +3.5% |
| 7D | +4.5% | +13.8% | -9.3% | +4.4% |
| 30D | +20.9% | +16.7% | +4.2% | +20.7% |
| 3M | +15.2% | -11.5% | +26.8% | +15.4% |
| 6M | -13.3% | -5.5% | -7.8% | -13.3% |
| YTD | -16.2% | -14.2% | -2.0% | -16.1% |
| 1Y | -16.9% | +2.1% | -18.9% | -17.1% |
| All | -29.5% | +139.2% | -168.7% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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