+22.7%
C vs ACI
-23.2%
+45.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +2.5% |
| 7D | -0.9% | -5.9% | +5.0% | -1.5% |
| 30D | -5.4% | +7.2% | -12.6% | -4.5% |
| 3M | -9.2% | +8.8% | -18.0% | -8.0% |
| 6M | -1.8% | -17.2% | +15.4% | -4.7% |
| YTD | +6.7% | -21.3% | +27.9% | +1.6% |
| All | +22.7% | -23.2% | +45.9% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling