+454.0%
CAH vs ACI
+18.9%
+435.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | 0.0% |
| 7D | -2.2% | -5.0% | +2.8% | -1.9% |
| 30D | +1.2% | -2.3% | +3.5% | +1.4% |
| 3M | +13.1% | -23.2% | +36.3% | +15.1% |
| 6M | +8.5% | -29.5% | +37.9% | +11.0% |
| YTD | +17.6% | -28.6% | +46.2% | +20.2% |
| 1Y | +60.7% | -34.0% | +94.7% | +65.2% |
| 3Y | +183.2% | -45.0% | +228.1% | +195.2% |
| 5Y | +402.2% | -44.0% | +446.2% | +416.8% |
| All | +454.0% | +18.9% | +435.1% | +446.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling