+199.6%
C vs ACI
+29.9%
+169.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +0.7% |
| 7D | -2.4% | -2.2% | -0.2% | -2.3% |
| 30D | -6.0% | +10.3% | -16.3% | -6.6% |
| 3M | -10.5% | +7.2% | -17.7% | -11.0% |
| 6M | -5.7% | -18.0% | +12.3% | -4.8% |
| YTD | +4.1% | -22.0% | +26.1% | +5.2% |
| 1Y | +20.5% | -23.4% | +43.9% | +21.9% |
| 3Y | +208.1% | -35.8% | +243.9% | +215.3% |
| 5Y | +110.4% | -43.7% | +154.1% | +115.3% |
| All | +199.6% | +29.9% | +169.7% | +186.7% |
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