+32.6%
ACI vs EXEL
+197.7%
-165.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.3% | -2.8% | -2.5% | -5.3% |
| 30D | +5.0% | +18.2% | -13.2% | +4.7% |
| 3M | +7.5% | +37.7% | -30.2% | +6.8% |
| 6M | -16.0% | +42.2% | -58.2% | -16.7% |
| YTD | -20.6% | +61.3% | -81.9% | -21.5% |
| 1Y | -23.5% | +64.5% | -88.0% | -24.5% |
| 3Y | -32.1% | +236.7% | -268.8% | -34.2% |
| 5Y | -42.5% | +296.3% | -338.8% | -44.0% |
| All | +32.6% | +197.7% | -165.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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