+26.3%
ACI vs EL
-39.9%
+66.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -0.5% |
| 7D | +0.2% | +0.8% | -0.6% | +0.1% |
| 30D | +5.9% | +19.8% | -13.9% | +4.7% |
| 3M | -19.8% | +25.7% | -45.5% | -20.9% |
| 6M | -24.7% | +5.4% | -30.2% | -25.1% |
| YTD | -24.4% | +0.2% | -24.6% | -24.7% |
| 1Y | -31.5% | +20.4% | -51.9% | -32.6% |
| 3Y | -38.7% | -32.1% | -6.6% | -38.2% |
| 5Y | -42.8% | -67.2% | +24.4% | -41.6% |
| All | +26.3% | -39.9% | +66.2% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 all: compounded portfolio wealth divided by compounded EL 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…
all analysis · Full analysis span regression · 6 months rolling