+17.7%
ACI vs EXEL
+141.8%
-124.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.3% | -1.2% |
| 7D | -7.1% | -2.9% | -4.2% | -7.0% |
| 30D | -4.5% | +11.9% | -16.4% | -4.7% |
| 3M | -22.3% | +9.2% | -31.5% | -22.4% |
| 6M | -28.4% | +39.1% | -67.5% | -29.0% |
| YTD | -29.5% | +31.0% | -60.5% | -30.0% |
| 1Y | -34.2% | +52.3% | -86.6% | -35.0% |
| 3Y | -45.7% | +159.7% | -205.4% | -47.1% |
| 5Y | -40.8% | +187.7% | -228.5% | -42.6% |
| All | +17.7% | +141.8% | -124.1% | +14.4% |
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