+48.5%
APD vs ACI
+25.9%
+22.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.2% | +0.2% | -2.4% | -2.2% |
| 30D | +2.1% | +5.9% | -3.8% | +1.5% |
| 3M | +7.2% | -19.8% | +27.0% | +9.1% |
| 6M | +11.2% | -24.7% | +36.0% | +13.8% |
| YTD | +24.4% | -24.4% | +48.8% | +27.0% |
| 1Y | +6.7% | -31.5% | +38.2% | +9.9% |
| 3Y | +9.2% | -38.7% | +47.9% | +13.6% |
| 5Y | +27.4% | -42.8% | +70.2% | +31.5% |
| All | +48.5% | +25.9% | +22.6% | +45.6% |
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