+31.5%
ACI vs Z
-48.0%
+79.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.8% |
| 7D | -5.9% | -5.2% | -0.7% | -5.7% |
| 30D | +7.2% | +5.7% | +1.5% | +7.1% |
| 3M | +8.8% | -8.7% | +17.6% | +9.0% |
| 6M | -17.2% | -26.0% | +8.8% | -16.9% |
| YTD | -21.3% | -55.0% | +33.8% | -20.5% |
| 1Y | -23.7% | -58.0% | +34.2% | -23.0% |
| 3Y | -32.8% | -15.2% | -17.7% | -32.3% |
| 5Y | -41.4% | -53.8% | +12.4% | -42.8% |
| All | +31.5% | -48.0% | +79.6% | +2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling