+108.4%
B vs ACI
-41.9%
+150.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.2% |
| 7D | -6.2% | -0.5% | -5.7% | -6.2% |
| 30D | -6.6% | +4.9% | -11.5% | -7.1% |
| 3M | -7.9% | +11.1% | -19.0% | -9.0% |
| 6M | -16.8% | -14.9% | -1.9% | -15.7% |
| YTD | -11.7% | -19.6% | +7.9% | -10.1% |
| 1Y | +3.5% | -22.7% | +26.2% | +6.1% |
| 3Y | +165.7% | -31.2% | +197.0% | +177.4% |
| 5Y | +108.4% | -42.3% | +150.7% | +116.7% |
| All | +108.4% | -41.9% | +150.3% | +116.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling