+211.3%
ALL vs ACI
+31.1%
+180.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -3.9% | -5.9% | +2.0% | -2.9% |
| 30D | +10.6% | +7.2% | +3.4% | +9.4% |
| 3M | -4.6% | +8.8% | -13.4% | -5.8% |
| 6M | +20.2% | -17.2% | +37.4% | +22.7% |
| YTD | +23.7% | -21.3% | +45.0% | +27.0% |
| 1Y | +27.9% | -23.7% | +51.6% | +31.9% |
| 3Y | +109.2% | -32.8% | +142.0% | +118.8% |
| 5Y | +148.0% | -41.4% | +189.4% | +160.9% |
| All | +211.3% | +31.1% | +180.2% | +192.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling