+66.7%
AU vs ACI
-32.3%
+99.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +0.7% |
| 7D | -4.3% | -3.7% | -0.5% | -4.5% |
| 30D | +7.3% | +0.6% | +6.7% | +7.3% |
| 3M | +26.3% | -20.3% | +46.6% | +25.8% |
| 6M | +1.8% | -24.7% | +26.4% | +0.5% |
| YTD | +26.8% | -27.2% | +54.0% | +26.3% |
| 1Y | +66.7% | -32.7% | +99.4% | +60.1% |
| All | +66.7% | -32.3% | +99.0% | +60.1% |
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 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