+10.0%
APD vs ACI
-43.3%
+53.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.0% |
| 7D | -3.7% | -2.2% | -1.4% | -3.4% |
| 30D | +9.6% | +10.3% | -0.7% | +8.1% |
| 3M | +1.6% | +7.2% | -5.6% | +0.6% |
| 6M | +2.2% | -18.0% | +20.2% | +4.3% |
| YTD | +25.9% | -22.0% | +47.9% | +28.9% |
| 1Y | +20.1% | -23.4% | +43.5% | +23.4% |
| 3Y | +12.4% | -35.8% | +48.2% | +18.3% |
| All | +10.0% | -43.3% | +53.3% | +13.9% |
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