+44.6%
AU vs ACI
-18.4%
+63.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.5% | +4.4% | +8.1% |
| 7D | +0.8% | +4.5% | -3.7% | +1.0% |
| 30D | -7.0% | +20.9% | -27.8% | -6.1% |
| 3M | +8.5% | +15.2% | -6.7% | +9.3% |
| 6M | -1.3% | -13.3% | +12.1% | -0.1% |
| YTD | +6.8% | -16.2% | +23.0% | +8.5% |
| 1Y | +44.6% | -16.9% | +61.5% | +48.2% |
| All | +44.6% | -18.4% | +63.0% | +48.2% |
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