+212.5%
ALL vs ACI
+29.9%
+182.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.4% | -1.1% | -3.9% |
| 7D | -1.9% | -2.2% | +0.3% | -1.6% |
| 30D | +13.8% | +10.3% | +3.5% | +12.0% |
| 3M | -7.0% | +7.2% | -14.2% | -8.0% |
| 6M | +18.0% | -18.0% | +36.0% | +20.7% |
| YTD | +24.2% | -22.0% | +46.2% | +27.7% |
| 1Y | +31.2% | -23.4% | +54.5% | +35.2% |
| 3Y | +107.5% | -35.8% | +143.4% | +118.5% |
| 5Y | +144.8% | -43.7% | +188.5% | +158.6% |
| All | +212.5% | +29.9% | +182.6% | +194.5% |
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