-18.1%
CAG vs ACI
-34.6%
+16.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.4% |
| 7D | -5.9% | -7.1% | +1.2% | -3.9% |
| 30D | -1.5% | -4.5% | +2.9% | -0.3% |
| 3M | +11.5% | -22.3% | +33.7% | +18.8% |
| 6M | -15.7% | -28.4% | +12.7% | -7.4% |
| YTD | -10.2% | -29.5% | +19.3% | -1.1% |
| 1Y | -18.1% | -34.2% | +16.2% | -5.0% |
| All | -18.1% | -34.6% | +16.6% | -5.0% |
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