-49.3%
COMP vs ACI
+4.6%
-54.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.4% | +14.1% | +11.2% |
| 7D | +13.4% | -2.2% | +15.7% | +13.8% |
| 30D | +11.1% | +10.3% | +0.8% | +9.9% |
| 3M | -18.8% | +7.2% | -26.0% | -19.5% |
| 6M | +10.5% | -18.0% | +28.5% | +12.2% |
| YTD | -3.4% | -22.0% | +18.6% | -2.0% |
| 1Y | +19.7% | -23.4% | +43.1% | +21.8% |
| 3Y | +381.6% | -35.8% | +417.4% | +399.2% |
| 5Y | -17.6% | -43.7% | +26.1% | -15.2% |
| All | -49.3% | +4.6% | -54.0% | -50.9% |
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 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