-34.2%
ACI vs EFV
+26.5%
-60.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -7.1% | -2.0% | -5.1% | -6.7% |
| 30D | -4.5% | -0.2% | -4.3% | -4.4% |
| 3M | -22.3% | +9.1% | -31.4% | -22.6% |
| 6M | -28.4% | +11.7% | -40.1% | -28.7% |
| YTD | -29.5% | +17.0% | -46.6% | -33.3% |
| 1Y | -34.2% | +26.7% | -61.0% | -42.4% |
| All | -34.2% | +26.5% | -60.7% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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