+34.4%
ACI vs ESI
+231.7%
-197.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.2% |
| 7D | -0.6% | -6.6% | +6.0% | -0.4% |
| 30D | +9.5% | -9.8% | +19.4% | +9.9% |
| 3M | +10.1% | -11.9% | +22.0% | +10.5% |
| 6M | -15.4% | -25.1% | +9.7% | -14.5% |
| YTD | -19.5% | +31.9% | -51.4% | -23.5% |
| 1Y | -21.0% | +19.2% | -40.2% | -24.1% |
| 3Y | -31.2% | +76.2% | -107.4% | -37.8% |
| 5Y | -40.6% | +39.4% | -80.0% | -46.0% |
| All | +34.4% | +231.7% | -197.3% | +10.6% |
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