+207.4%
ALAB vs ACI
-32.1%
+239.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +4.8% |
| 7D | -26.3% | -2.2% | -24.1% | -26.8% |
| 30D | -50.1% | +10.3% | -60.4% | -47.6% |
| 3M | -42.5% | +7.2% | -49.7% | -39.8% |
| 6M | -10.8% | -18.0% | +7.2% | -13.5% |
| YTD | +14.6% | -22.0% | +36.6% | +10.3% |
| 1Y | +17.1% | -23.4% | +40.5% | +12.2% |
| All | +207.4% | -32.1% | +239.6% | +173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling