-40.3%
ACI vs S
+16.9%
-57.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +0.2% | -7.7% | +7.9% | +0.5% |
| 30D | +5.9% | -5.3% | +11.2% | +6.1% |
| 3M | -19.8% | +20.3% | -40.0% | -20.3% |
| 6M | -24.7% | +47.4% | -72.1% | -25.6% |
| YTD | -24.4% | +32.5% | -56.9% | -25.1% |
| 1Y | -31.5% | +9.5% | -41.0% | -31.7% |
| All | -40.3% | +16.9% | -57.2% | -40.6% |
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