+21.3%
AR vs ACI
-32.3%
+53.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +2.5% | +0.2% | +2.3% | +2.5% |
| 30D | +14.8% | +5.9% | +8.9% | +14.7% |
| 3M | +6.2% | -19.8% | +26.0% | +6.3% |
| 6M | +4.3% | -24.7% | +29.0% | +4.6% |
| YTD | +14.4% | -24.4% | +38.8% | +14.9% |
| 1Y | +21.3% | -31.5% | +52.8% | +20.5% |
| All | +21.3% | -32.3% | +53.7% | +20.5% |
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 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