+30.3%
ACI vs Z
-49.9%
+80.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -3.3% |
| 7D | -2.2% | -4.6% | +2.3% | -2.0% |
| 30D | +10.3% | +8.3% | +2.0% | +10.1% |
| 3M | +7.2% | -11.6% | +18.8% | +7.5% |
| 6M | -18.0% | -33.6% | +15.6% | -17.6% |
| YTD | -22.0% | -56.7% | +34.7% | -21.2% |
| 1Y | -23.4% | -59.1% | +35.8% | -22.5% |
| 3Y | -35.8% | -20.4% | -15.5% | -35.2% |
| 5Y | -43.7% | -55.3% | +11.6% | -44.9% |
| All | +30.3% | -49.9% | +80.2% | +1.5% |
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