-41.9%
ACI vs ESI
+35.9%
-77.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.3% | -3.4% |
| 7D | -2.2% | -8.5% | +6.3% | -2.1% |
| 30D | +10.3% | -15.7% | +26.0% | +10.7% |
| 3M | +7.2% | -18.2% | +25.4% | +7.7% |
| 6M | -18.0% | -28.8% | +10.8% | -17.2% |
| YTD | -22.0% | +26.3% | -48.2% | -25.9% |
| 1Y | -23.4% | +18.2% | -41.6% | -26.7% |
| 3Y | -35.8% | +68.1% | -103.9% | -42.3% |
| All | -41.9% | +35.9% | -77.9% | -48.1% |
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