+26.3%
ACI vs COO
+0.9%
+25.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +0.2% | -2.2% | +2.4% | +0.4% |
| 30D | +5.9% | -7.0% | +12.9% | +6.9% |
| 3M | -19.8% | +12.2% | -32.0% | -20.9% |
| 6M | -24.7% | -15.1% | -9.6% | -23.4% |
| YTD | -24.4% | -15.1% | -9.3% | -23.1% |
| 1Y | -31.5% | +2.3% | -33.8% | -32.0% |
| 3Y | -38.7% | -23.7% | -15.0% | -37.8% |
| 5Y | -42.8% | -38.9% | -3.9% | -42.8% |
| All | +26.3% | +0.9% | +25.4% | +23.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling