-42.5%
ACI vs EAT
+362.5%
-405.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.2% | -1.5% |
| 7D | -5.3% | -8.9% | +3.6% | -5.0% |
| 30D | +5.0% | +3.4% | +1.6% | +4.9% |
| 3M | +7.5% | -9.3% | +16.8% | +7.8% |
| 6M | -16.0% | +43.8% | -59.8% | -17.4% |
| YTD | -20.6% | +39.9% | -60.5% | -22.0% |
| 1Y | -23.5% | +89.7% | -113.2% | -26.0% |
| 3Y | -32.1% | +491.3% | -523.4% | -41.2% |
| 5Y | -42.5% | +365.4% | -407.9% | -51.1% |
| All | -42.5% | +362.5% | -405.0% | -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