-42.4%
ACI vs EAT
+326.5%
-368.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -3.1% |
| 7D | -2.6% | -4.9% | +2.3% | -2.4% |
| 30D | +1.1% | -1.2% | +2.3% | +1.1% |
| 3M | -23.6% | +52.2% | -75.9% | -25.0% |
| 6M | -29.9% | +65.0% | -95.0% | -31.5% |
| YTD | -26.9% | +55.0% | -81.9% | -28.3% |
| 1Y | -34.2% | +42.1% | -76.3% | -35.4% |
| 3Y | -43.6% | +614.7% | -658.3% | -51.4% |
| 5Y | -42.4% | +322.7% | -365.1% | -51.1% |
| All | -42.4% | +326.5% | -368.9% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling