+138.0%
B vs ACI
-43.3%
+181.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.9% |
| 7D | +9.6% | -2.2% | +11.8% | +9.8% |
| 30D | +3.5% | +10.3% | -6.8% | +2.4% |
| 3M | -1.6% | +7.2% | -8.8% | -2.4% |
| 6M | -1.7% | -18.0% | +16.3% | 0.0% |
| YTD | -5.3% | -22.0% | +16.7% | -3.3% |
| 1Y | +27.2% | -23.4% | +50.6% | +30.3% |
| 3Y | +166.1% | -35.8% | +201.9% | +180.6% |
| All | +138.0% | -43.3% | +181.3% | +148.2% |
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