+605.8%
AU vs ACI
-45.1%
+650.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +0.6% | -5.0% | +5.7% | +1.0% |
| 30D | +12.3% | -2.3% | +14.6% | +12.4% |
| 3M | +29.4% | -23.2% | +52.5% | +32.6% |
| 6M | +3.2% | -29.5% | +32.7% | +6.8% |
| YTD | +31.8% | -28.6% | +60.4% | +36.0% |
| 1Y | +83.4% | -34.0% | +117.4% | +92.7% |
| All | +605.8% | -45.1% | +650.9% | +822.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling