+316.8%
APP vs ACI
+8.7%
+308.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.5% | +7.1% | +10.5% |
| 7D | +4.5% | +4.5% | 0.0% | +4.3% |
| 30D | -3.6% | +20.9% | -24.5% | -4.7% |
| 3M | -35.3% | +15.2% | -50.5% | -35.8% |
| 6M | -42.8% | -13.3% | -29.5% | -42.5% |
| YTD | -59.7% | -16.2% | -43.5% | -59.6% |
| 1Y | -55.4% | -16.9% | -38.5% | -55.2% |
| 3Y | +592.0% | -30.8% | +622.8% | +599.8% |
| 5Y | +175.7% | -39.4% | +215.1% | +174.5% |
| All | +316.8% | +8.7% | +308.1% | +336.5% |
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