+685.3%
AU vs ACI
-44.6%
+729.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.2% |
| 7D | -7.0% | -7.1% | +0.1% | -6.3% |
| 30D | +7.3% | -4.5% | +11.8% | +7.7% |
| 3M | +33.2% | -22.3% | +55.5% | +36.6% |
| 6M | -0.6% | -28.4% | +27.8% | +2.6% |
| YTD | +26.2% | -29.5% | +55.7% | +30.6% |
| 1Y | +68.3% | -34.2% | +102.5% | +75.8% |
| 3Y | +592.1% | -45.7% | +637.8% | +644.8% |
| 5Y | +685.3% | -40.8% | +726.0% | +749.4% |
| All | +685.3% | -44.6% | +729.8% | +749.4% |
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