+13.7%
AR vs ACI
-18.4%
+32.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.5% | -9.8% | -6.5% |
| 7D | -11.1% | +4.5% | -15.6% | -11.4% |
| 30D | +7.9% | +20.9% | -13.0% | +6.5% |
| 3M | +4.9% | +15.2% | -10.4% | +3.9% |
| 6M | -5.3% | -13.3% | +8.0% | -4.4% |
| YTD | +8.6% | -16.2% | +24.8% | +10.4% |
| 1Y | +13.7% | -16.9% | +30.5% | +15.3% |
| All | +13.7% | -18.4% | +32.1% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling