+244.7%
C vs ACI
+25.9%
+218.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +3.6% | +0.2% | +3.5% | +3.6% |
| 30D | +0.1% | +5.9% | -5.8% | -0.3% |
| 3M | +2.4% | -19.8% | +22.2% | +3.6% |
| 6M | +24.9% | -24.7% | +49.7% | +26.8% |
| YTD | +19.8% | -24.4% | +44.2% | +21.3% |
| 1Y | +44.9% | -31.5% | +76.4% | +47.9% |
| 3Y | +263.0% | -38.7% | +301.7% | +272.8% |
| 5Y | +129.5% | -42.8% | +172.3% | +134.1% |
| All | +244.7% | +25.9% | +218.8% | +230.6% |
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 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