-22.7%
ACI vs COO
-8.8%
-13.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -5.9% | +4.3% | -10.2% | -6.5% |
| 30D | +7.2% | +17.6% | -10.4% | +5.2% |
| 3M | +8.8% | -13.9% | +22.7% | +10.9% |
| 6M | -17.2% | +6.6% | -23.7% | -16.1% |
| YTD | -21.3% | -22.0% | +0.7% | -21.7% |
| All | -22.7% | -8.8% | -13.8% | -23.5% |
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