+220.3%
ALL vs ACI
+34.0%
+186.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.5% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +13.8% | +9.5% | +4.3% | +12.2% |
| 3M | -2.8% | +10.1% | -12.9% | -4.3% |
| 6M | +23.7% | -15.4% | +39.0% | +25.8% |
| YTD | +27.3% | -19.5% | +46.8% | +30.2% |
| 1Y | +30.5% | -21.0% | +51.5% | +33.9% |
| 3Y | +113.0% | -31.2% | +144.2% | +122.0% |
| 5Y | +157.6% | -40.6% | +198.1% | +170.2% |
| All | +220.3% | +34.0% | +186.3% | +200.3% |
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