-32.0%
ACI vs EXEL
+238.6%
-270.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.4% |
| 7D | -5.3% | -2.8% | -2.5% | -5.2% |
| 30D | +5.0% | +18.2% | -13.2% | +4.6% |
| 3M | +7.5% | +37.7% | -30.2% | +6.7% |
| 6M | -16.0% | +42.2% | -58.2% | -16.9% |
| YTD | -20.6% | +61.3% | -81.9% | -21.8% |
| 1Y | -23.5% | +64.5% | -88.0% | -24.8% |
| All | -32.0% | +238.6% | -270.6% | -37.0% |
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