-49.3%
COMP vs ACI
+7.0%
-56.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | 0.0% | +2.3% | -2.3% | -0.3% |
| 30D | +16.6% | +1.2% | +15.3% | +16.4% |
| 3M | -23.5% | +6.8% | -30.3% | -24.1% |
| 6M | +25.7% | -18.7% | +44.5% | +27.7% |
| YTD | -3.4% | -20.2% | +16.8% | -2.3% |
| 1Y | +7.6% | -23.7% | +31.3% | +9.7% |
| 3Y | +423.6% | -31.6% | +455.2% | +435.9% |
| 5Y | -10.6% | -42.8% | +32.2% | -8.2% |
| All | -49.3% | +7.0% | -56.3% | -51.0% |
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