+107.5%
ALL vs ACI
-35.7%
+143.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.8% |
| 7D | -1.9% | -2.2% | +0.3% | -1.5% |
| 30D | +13.8% | +10.3% | +3.5% | +11.7% |
| 3M | -7.0% | +7.2% | -14.2% | -8.2% |
| 6M | +18.0% | -18.0% | +36.0% | +21.3% |
| YTD | +24.2% | -22.0% | +46.2% | +28.4% |
| 1Y | +31.2% | -23.4% | +54.5% | +36.2% |
| 3Y | +107.5% | -35.8% | +143.4% | +120.4% |
| All | +107.5% | -35.7% | +143.2% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling