+48.9%
CIEN vs ACI
-18.4%
+67.3%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +3.5% | -12.8% | -7.2% |
| 7D | -25.0% | +4.5% | -29.5% | -22.5% |
| 30D | -30.1% | +20.9% | -51.0% | -21.9% |
| 3M | -33.8% | +15.2% | -49.0% | -27.2% |
| 6M | -49.4% | -13.3% | -36.1% | -50.0% |
| YTD | +16.4% | -16.2% | +32.6% | +17.8% |
| 1Y | +48.9% | -16.9% | +65.7% | +48.7% |
| All | +48.9% | -18.4% | +67.3% | +48.7% |
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 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