-31.5%
ACI vs EAT
+37.5%
-69.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.2% | 0.0% | +0.1% | +0.2% |
| 30D | +5.9% | +1.9% | +4.0% | +5.9% |
| 3M | -19.8% | +68.7% | -88.4% | -20.1% |
| 6M | -24.7% | +66.9% | -91.6% | -25.4% |
| YTD | -24.4% | +60.4% | -84.8% | -24.5% |
| 1Y | -31.5% | +44.0% | -75.5% | -31.2% |
| All | -31.5% | +37.5% | -69.0% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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