+141.2%
ADI vs ACI
-44.9%
+186.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.5% | +0.5% |
| 7D | +2.4% | -2.6% | +5.0% | +2.6% |
| 30D | -6.6% | +1.1% | -7.7% | -6.7% |
| 3M | -9.8% | -23.6% | +13.8% | -8.1% |
| 6M | +15.7% | -29.9% | +45.6% | +18.7% |
| YTD | +35.1% | -26.9% | +62.0% | +37.7% |
| 1Y | +47.7% | -34.2% | +81.9% | +52.4% |
| 3Y | +114.5% | -43.6% | +158.1% | +124.5% |
| 5Y | +141.2% | -42.4% | +183.6% | +147.0% |
| All | +141.2% | -44.9% | +186.2% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling