+104.2%
B vs ACI
+25.9%
+78.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +9.4% | +5.9% | +3.5% | +9.0% |
| 3M | +5.0% | -19.8% | +24.8% | +6.4% |
| 6M | -3.5% | -24.7% | +21.2% | -1.9% |
| YTD | +4.5% | -24.4% | +28.8% | +6.2% |
| 1Y | +67.8% | -31.5% | +99.3% | +72.0% |
| 3Y | +196.7% | -38.7% | +235.4% | +207.3% |
| 5Y | +151.9% | -42.8% | +194.7% | +159.8% |
| All | +104.2% | +25.9% | +78.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling