+113.6%
C vs ACI
-42.9%
+156.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +4.2% | +2.3% | +1.9% | +4.1% |
| 30D | +2.0% | +1.2% | +0.7% | +1.9% |
| 3M | -10.1% | +6.8% | -16.9% | -10.4% |
| 6M | +1.0% | -18.7% | +19.7% | +2.0% |
| YTD | +8.5% | -20.2% | +28.7% | +9.3% |
| 1Y | +25.7% | -23.7% | +49.5% | +27.3% |
| 3Y | +216.0% | -31.6% | +247.6% | +221.4% |
| All | +113.6% | -42.9% | +156.5% | +116.6% |
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