-34.2%
ACI vs S
+4.5%
-38.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | -2.6% | -5.8% | +3.2% | -2.3% |
| 30D | +1.1% | -9.2% | +10.3% | +1.4% |
| 3M | -23.6% | +23.4% | -47.0% | -23.6% |
| 6M | -29.9% | +36.9% | -66.9% | -29.5% |
| YTD | -26.9% | +29.5% | -56.4% | -26.4% |
| 1Y | -34.2% | +5.4% | -39.7% | -33.5% |
| All | -34.2% | +4.5% | -38.7% | -33.5% |
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