+144.3%
AR vs ACI
-44.9%
+189.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.2% |
| 7D | -1.8% | -2.6% | +0.7% | -1.3% |
| 30D | +12.6% | +1.1% | +11.5% | +12.3% |
| 3M | +10.0% | -23.6% | +33.7% | +15.3% |
| 6M | +0.6% | -29.9% | +30.6% | +7.3% |
| YTD | +13.4% | -26.9% | +40.3% | +19.4% |
| 1Y | +21.7% | -34.2% | +56.0% | +31.2% |
| 3Y | +45.8% | -43.6% | +89.4% | +63.1% |
| 5Y | +144.3% | -42.4% | +186.6% | +168.1% |
| All | +144.3% | -44.9% | +189.2% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling