+18.0%
CI vs ACI
-18.4%
+36.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.5% | -0.2% | +2.9% |
| 7D | +3.5% | +4.5% | -1.0% | +2.9% |
| 30D | +12.6% | +20.9% | -8.3% | +9.9% |
| 3M | +12.1% | +15.2% | -3.2% | +10.0% |
| 6M | +10.6% | -13.3% | +23.9% | +12.8% |
| YTD | +12.8% | -16.2% | +29.0% | +14.8% |
| 1Y | +18.0% | -16.9% | +34.9% | +19.9% |
| All | +18.0% | -18.4% | +36.4% | +19.9% |
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