+24.5%
ALAB vs ACI
-18.4%
+42.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.5% | -8.0% | -2.6% |
| 7D | -24.9% | +4.5% | -29.4% | -22.7% |
| 30D | -38.4% | +20.9% | -59.2% | -32.2% |
| 3M | -38.3% | +15.2% | -53.5% | -33.0% |
| 6M | +10.9% | -13.3% | +24.3% | +11.9% |
| YTD | +34.2% | -16.2% | +50.4% | +35.3% |
| 1Y | +24.5% | -16.9% | +41.4% | +23.2% |
| All | +24.5% | -18.4% | +42.9% | +23.2% |
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