-22.7%
ACI vs LEN
-31.8%
+9.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.9% |
| 7D | -0.5% | -8.7% | +8.3% | +1.1% |
| 30D | +4.9% | +11.6% | -6.7% | +3.3% |
| 3M | +11.1% | -1.3% | +12.4% | +11.1% |
| 6M | -14.9% | -1.4% | -13.5% | -15.2% |
| YTD | -19.6% | -16.9% | -2.7% | -17.6% |
| 1Y | -22.7% | -31.2% | +8.4% | -18.7% |
| All | -22.7% | -31.8% | +9.1% | -18.7% |
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