+166.1%
B vs ACI
-35.7%
+201.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | +9.6% | -2.2% | +11.8% | +9.7% |
| 30D | +3.5% | +10.3% | -6.8% | +3.1% |
| 3M | -1.6% | +7.2% | -8.8% | -1.9% |
| 6M | -1.7% | -18.0% | +16.3% | -0.4% |
| YTD | -5.3% | -22.0% | +16.7% | -3.8% |
| 1Y | +27.2% | -23.4% | +50.6% | +29.6% |
| 3Y | +166.1% | -35.8% | +201.9% | +196.9% |
| All | +166.1% | -35.7% | +201.8% | +196.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling