-42.4%
ACI vs EFV
+93.2%
-135.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | +2.3% | +2.5% | -0.3% | +1.4% |
| 30D | +1.2% | +2.9% | -1.7% | +0.3% |
| 3M | +6.8% | -1.4% | +8.2% | +7.3% |
| 6M | -18.7% | +5.5% | -24.3% | -20.1% |
| YTD | -20.2% | +16.1% | -36.3% | -24.4% |
| 1Y | -23.7% | +20.3% | -44.0% | -28.7% |
| 3Y | -31.6% | +90.4% | -122.1% | -46.3% |
| All | -42.4% | +93.2% | -135.6% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling