-22.7%
ACI vs S
+29.4%
-52.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.3% | +7.6% | +1.6% |
| 7D | -0.5% | +4.1% | -4.5% | -0.7% |
| 30D | +4.9% | -7.2% | +12.1% | +5.0% |
| 3M | +11.1% | 0.0% | +11.1% | +10.0% |
| 6M | -14.9% | +41.6% | -56.5% | -16.4% |
| YTD | -19.6% | +48.6% | -68.2% | -20.6% |
| 1Y | -22.7% | +30.0% | -52.8% | -22.3% |
| All | -22.7% | +29.4% | -52.2% | -22.3% |
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