+296.6%
APA vs ACI
+31.1%
+265.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -8.7% | -5.9% | -2.8% | -7.8% |
| 30D | -2.4% | +7.2% | -9.6% | -3.9% |
| 3M | +19.0% | +8.8% | +10.2% | +16.7% |
| 6M | +26.8% | -17.2% | +44.0% | +30.0% |
| YTD | +87.3% | -21.3% | +108.6% | +93.9% |
| 1Y | +92.3% | -23.7% | +116.0% | +100.2% |
| 3Y | +37.3% | -32.8% | +70.1% | +45.3% |
| 5Y | +73.2% | -41.4% | +114.6% | +84.4% |
| All | +296.6% | +31.1% | +265.5% | +315.4% |
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 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