-22.7%
ACI vs S
+38.4%
-61.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.5% |
| 7D | -5.9% | +1.6% | -7.5% | -6.0% |
| 30D | +7.2% | -10.5% | +17.7% | +7.7% |
| 3M | +8.8% | +9.9% | -1.1% | +7.2% |
| 6M | -17.2% | +41.8% | -59.0% | -18.9% |
| YTD | -21.3% | +56.8% | -78.1% | -22.4% |
| All | -22.7% | +38.4% | -61.0% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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