-34.2%
ACI vs LEN
-42.7%
+8.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.3% | -0.7% |
| 7D | -7.1% | -7.8% | +0.7% | -5.8% |
| 30D | -4.5% | -11.0% | +6.5% | -2.7% |
| 3M | -22.3% | -12.8% | -9.5% | -20.7% |
| 6M | -28.4% | -20.2% | -8.2% | -25.3% |
| YTD | -29.5% | -23.0% | -6.5% | -26.4% |
| 1Y | -34.2% | -41.8% | +7.6% | -27.1% |
| All | -34.2% | -42.7% | +8.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling