+7.0%
ACN vs ACI
-23.2%
+30.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -2.5% | -5.9% | +3.4% | -0.5% |
| 30D | +22.6% | +7.2% | +15.4% | +19.5% |
| 3M | +45.9% | +8.8% | +37.1% | +41.5% |
| 6M | +43.8% | -17.2% | +61.0% | +45.3% |
| YTD | -2.5% | -21.3% | +18.8% | -1.0% |
| All | +7.0% | -23.2% | +30.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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