+122.2%
ALL vs ACI
-42.9%
+165.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -1.5% | +5.9% | -7.4% | -2.4% |
| 3M | +23.6% | -19.8% | +43.4% | +27.3% |
| 6M | +22.3% | -24.7% | +47.1% | +27.3% |
| YTD | +26.5% | -24.4% | +50.9% | +31.3% |
| 1Y | +27.0% | -31.5% | +58.5% | +33.9% |
| 3Y | +149.6% | -38.7% | +188.3% | +166.7% |
| All | +122.2% | -42.9% | +165.2% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling