+42.5%
CI vs ACI
-42.9%
+85.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +4.4% | +5.9% | -1.5% | +3.6% |
| 3M | +0.7% | -19.8% | +20.4% | +3.5% |
| 6M | +0.3% | -24.7% | +25.1% | +4.1% |
| YTD | +3.8% | -24.4% | +28.2% | +7.5% |
| 1Y | -5.5% | -31.5% | +26.0% | -0.7% |
| 3Y | +8.1% | -38.7% | +46.8% | +15.0% |
| All | +42.5% | -42.9% | +85.5% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling