-23.7%
ACI vs Z
-58.2%
+34.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.2% | -1.3% |
| 7D | +2.3% | +0.8% | +1.4% | +2.0% |
| 30D | +1.2% | +5.2% | -3.9% | +0.8% |
| 3M | +6.8% | -17.0% | +23.8% | +8.5% |
| 6M | -18.7% | -22.7% | +3.9% | -18.9% |
| YTD | -20.2% | -56.3% | +36.1% | -20.5% |
| 1Y | -23.7% | -57.7% | +33.9% | -24.2% |
| All | -23.7% | -58.2% | +34.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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