+5.4%
B vs ACI
-23.3%
+28.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -7.3% | +2.3% | -9.6% | -7.2% |
| 30D | -3.3% | +1.2% | -4.6% | -3.2% |
| 3M | -7.8% | +6.8% | -14.6% | -7.2% |
| 6M | -15.5% | -18.7% | +3.2% | -16.4% |
| YTD | -12.3% | -20.2% | +8.0% | -12.8% |
| 1Y | +5.4% | -23.7% | +29.1% | +7.1% |
| All | +5.4% | -23.3% | +28.7% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling