+1,616.9%
BE vs ACI
-35.7%
+1,652.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.4% | +6.8% | +2.5% |
| 7D | -14.7% | -2.2% | -12.5% | -15.1% |
| 30D | -40.5% | +10.3% | -50.8% | -39.0% |
| 3M | -24.3% | +7.2% | -31.5% | -22.6% |
| 6M | -39.3% | -18.0% | -21.3% | -39.4% |
| YTD | +99.4% | -22.0% | +121.4% | +96.5% |
| 1Y | +26.6% | -23.4% | +50.0% | +25.1% |
| 3Y | +1,616.9% | -35.8% | +1,652.8% | +1,705.5% |
| All | +1,616.9% | -35.7% | +1,652.6% | +1,705.5% |
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