-23.7%
ACI vs COO
-12.3%
-11.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +1.2% | +14.2% | -12.9% | -0.3% |
| 3M | +6.8% | -18.2% | +25.0% | +9.5% |
| 6M | -18.7% | +5.3% | -24.1% | -17.3% |
| YTD | -20.2% | -23.6% | +3.3% | -20.6% |
| 1Y | -23.7% | -12.7% | -11.0% | -24.3% |
| All | -23.7% | -12.3% | -11.4% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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