-31.6%
ACI vs S
+41.6%
-73.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | +1.2% | -2.7% | +4.0% | +1.2% |
| 3M | +6.8% | -6.9% | +13.7% | +6.6% |
| 6M | -18.7% | +38.1% | -56.8% | -20.0% |
| YTD | -20.2% | +48.0% | -68.2% | -21.7% |
| 1Y | -23.7% | +34.5% | -58.2% | -24.8% |
| 3Y | -31.6% | +38.3% | -70.0% | -31.8% |
| All | -31.6% | +41.6% | -73.2% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling