-42.4%
ACI vs ESI
+77.4%
-119.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.8% | -3.3% |
| 7D | -2.6% | +5.4% | -8.0% | -2.9% |
| 30D | +1.1% | -4.2% | +5.3% | +1.3% |
| 3M | -23.6% | -9.6% | -14.0% | -23.5% |
| 6M | -29.9% | +18.3% | -48.3% | -32.1% |
| YTD | -26.9% | +45.8% | -72.7% | -31.2% |
| 1Y | -34.2% | +39.2% | -73.4% | -37.9% |
| 3Y | -43.6% | +86.3% | -129.9% | -50.0% |
| 5Y | -42.4% | +76.2% | -118.6% | -50.2% |
| All | -42.4% | +77.4% | -119.8% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling