+92.8%
B vs ACI
+31.1%
+61.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +11.3% | -5.9% | +17.2% | +11.7% |
| 30D | +2.9% | +7.2% | -4.3% | +2.4% |
| 3M | -2.9% | +8.8% | -11.7% | -3.5% |
| 6M | -1.2% | -17.2% | +16.0% | -0.2% |
| YTD | -1.3% | -21.3% | +19.9% | -0.1% |
| 1Y | +30.4% | -23.7% | +54.2% | +32.5% |
| 3Y | +195.3% | -32.8% | +228.1% | +203.5% |
| 5Y | +146.2% | -41.4% | +187.6% | +153.1% |
| All | +92.8% | +31.1% | +61.7% | +89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling