+18.3%
APD vs ACI
-42.9%
+61.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +3.8% | +2.3% | +1.6% | +3.5% |
| 30D | +8.2% | +1.2% | +7.0% | +8.0% |
| 3M | +4.3% | +6.8% | -2.5% | +3.2% |
| 6M | +4.7% | -18.7% | +23.4% | +7.0% |
| YTD | +31.5% | -20.2% | +51.8% | +34.3% |
| 1Y | +23.5% | -23.7% | +47.3% | +27.1% |
| 3Y | +29.1% | -31.6% | +60.8% | +34.5% |
| All | +18.3% | -42.9% | +61.2% | +22.7% |
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