+131.7%
AG vs ACI
-32.3%
+164.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -2.0% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | +19.2% | +5.9% | +13.3% | +19.5% |
| 3M | +6.2% | -19.8% | +25.9% | +5.0% |
| 6M | -26.7% | -24.7% | -1.9% | -27.6% |
| YTD | +26.1% | -24.4% | +50.5% | +24.7% |
| 1Y | +131.7% | -31.5% | +163.1% | +126.7% |
| All | +131.7% | -32.3% | +164.0% | +126.7% |
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