-21.0%
ACI vs ESI
+18.3%
-39.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.1% |
| 7D | -0.6% | -6.6% | +6.0% | -1.8% |
| 30D | +9.5% | -9.8% | +19.4% | +7.9% |
| 3M | +10.1% | -11.9% | +22.0% | +8.5% |
| 6M | -15.4% | -25.1% | +9.7% | -18.0% |
| YTD | -19.5% | +31.9% | -51.4% | -18.9% |
| 1Y | -21.0% | +19.2% | -40.2% | -20.0% |
| All | -21.0% | +18.3% | -39.3% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling