-43.6%
ACI vs EXEL
+160.6%
-204.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | -2.6% | +1.4% | -3.9% | -2.6% |
| 30D | +1.1% | +6.7% | -5.6% | +0.9% |
| 3M | -23.6% | +11.5% | -35.1% | -23.9% |
| 6M | -29.9% | +38.8% | -68.7% | -30.8% |
| YTD | -26.9% | +31.6% | -58.4% | -27.6% |
| 1Y | -34.2% | +53.0% | -87.3% | -35.4% |
| 3Y | -43.6% | +160.8% | -204.5% | -47.3% |
| All | -43.6% | +160.6% | -204.2% | -47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling