+53.9%
APD vs ACI
+34.0%
+20.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.2% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +11.0% | +9.5% | +1.5% | +10.0% |
| 3M | +1.3% | +10.1% | -8.8% | +0.3% |
| 6M | +6.4% | -15.4% | +21.7% | +7.6% |
| YTD | +28.9% | -19.5% | +48.5% | +30.7% |
| 1Y | +23.2% | -21.0% | +44.2% | +25.2% |
| 3Y | +26.3% | -31.2% | +57.5% | +29.8% |
| 5Y | +12.0% | -40.6% | +52.6% | +15.1% |
| All | +53.9% | +34.0% | +20.0% | +49.9% |
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 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