+346.5%
AU vs ACI
+21.8%
+324.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | -0.9% |
| 7D | -0.3% | -2.6% | +2.3% | -0.1% |
| 30D | +12.8% | +1.1% | +11.7% | +12.7% |
| 3M | +28.5% | -23.6% | +52.1% | +30.6% |
| 6M | +4.8% | -29.9% | +34.8% | +7.2% |
| YTD | +31.0% | -26.9% | +57.8% | +33.3% |
| 1Y | +81.4% | -34.2% | +115.7% | +86.3% |
| 3Y | +618.4% | -43.6% | +662.1% | +645.9% |
| 5Y | +686.3% | -42.4% | +728.7% | +711.1% |
| All | +346.5% | +21.8% | +324.7% | +345.9% |
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