+257.3%
AU vs ACI
+32.8%
+224.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.5% |
| 7D | -7.2% | +2.3% | -9.5% | -7.3% |
| 30D | -2.9% | +1.2% | -4.1% | -3.0% |
| 3M | -8.7% | +6.8% | -15.5% | -9.1% |
| 6M | -14.1% | -18.7% | +4.6% | -13.1% |
| YTD | +4.8% | -20.2% | +25.0% | +6.1% |
| 1Y | +11.9% | -23.7% | +35.6% | +13.7% |
| 3Y | +513.8% | -31.6% | +545.5% | +529.4% |
| 5Y | +379.3% | -42.8% | +422.0% | +388.8% |
| All | +257.3% | +32.8% | +224.4% | +254.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling