-35.8%
ACI vs S
+34.5%
-70.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.5% |
| 7D | -2.2% | -13.4% | +11.2% | -1.7% |
| 30D | +10.3% | -14.0% | +24.3% | +10.9% |
| 3M | +7.2% | +4.9% | +2.3% | +6.5% |
| 6M | -18.0% | +42.0% | -60.0% | -19.3% |
| YTD | -22.0% | +45.1% | -67.1% | -23.3% |
| 1Y | -23.4% | +33.1% | -56.4% | -24.4% |
| 3Y | -35.8% | +40.6% | -76.5% | -38.3% |
| All | -35.8% | +34.5% | -70.3% | -38.3% |
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 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