+25.7%
C vs ACI
-23.3%
+49.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | -0.1% |
| 7D | +4.2% | +2.3% | +1.9% | +4.4% |
| 30D | +2.0% | +1.2% | +0.7% | +2.2% |
| 3M | -10.1% | +6.8% | -16.9% | -9.3% |
| 6M | +1.0% | -18.7% | +19.7% | -2.8% |
| YTD | +8.5% | -20.2% | +28.7% | +3.6% |
| 1Y | +25.7% | -23.7% | +49.5% | +21.0% |
| All | +25.7% | -23.3% | +49.1% | +21.0% |
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