+19.3%
ACI vs ESI
+262.4%
-243.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -5.0% | +3.9% | -9.0% | -5.2% |
| 30D | -2.3% | -3.8% | +1.5% | -2.1% |
| 3M | -23.2% | -13.1% | -10.1% | -22.8% |
| 6M | -29.5% | +11.3% | -40.8% | -31.0% |
| YTD | -28.6% | +44.1% | -72.7% | -32.3% |
| 1Y | -34.0% | +40.3% | -74.4% | -37.4% |
| 3Y | -45.0% | +84.1% | -129.0% | -50.1% |
| 5Y | -44.0% | +75.8% | -119.8% | -49.7% |
| All | +19.3% | +262.4% | -243.2% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling