-50.4%
COMP vs ACI
+7.9%
-58.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.2% | -9.6% | -7.7% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | +6.4% | +9.5% | -3.2% | +5.3% |
| 3M | -19.4% | +10.1% | -29.5% | -20.3% |
| 6M | +14.6% | -15.4% | +30.0% | +15.8% |
| YTD | -5.5% | -19.5% | +14.1% | -4.4% |
| 1Y | +13.7% | -21.0% | +34.6% | +15.2% |
| 3Y | +409.7% | -31.2% | +440.9% | +421.5% |
| 5Y | -17.0% | -40.6% | +23.6% | -15.3% |
| All | -50.4% | +7.9% | -58.3% | -52.1% |
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