-21.0%
ACI vs Z
-60.5%
+39.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.7% | +3.0% |
| 7D | -0.6% | -6.5% | +5.9% | +0.4% |
| 30D | +9.5% | -0.1% | +9.6% | +9.8% |
| 3M | +10.1% | -14.1% | +24.2% | +11.8% |
| 6M | -15.4% | -30.1% | +14.7% | -15.4% |
| YTD | -19.5% | -57.5% | +38.0% | -19.3% |
| 1Y | -21.0% | -60.3% | +39.4% | -20.4% |
| All | -21.0% | -60.5% | +39.6% | -20.4% |
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