-36.4%
ACI vs AS
+120.4%
-156.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -0.3% |
| 7D | +0.2% | -4.9% | +5.1% | +0.2% |
| 30D | +5.9% | -19.6% | +25.5% | +6.1% |
| 3M | -19.8% | -14.4% | -5.4% | -19.7% |
| 6M | -24.7% | -20.1% | -4.6% | -24.6% |
| YTD | -24.4% | -20.9% | -3.5% | -24.3% |
| 1Y | -31.5% | -21.9% | -9.6% | -31.4% |
| All | -36.4% | +120.4% | -156.8% | -39.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling