-19.0%
COMP vs ACI
-39.5%
+20.6%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.5% | +4.2% | +7.3% |
| 7D | +9.5% | +4.5% | +5.0% | +9.0% |
| 30D | +8.1% | +20.9% | -12.8% | +5.9% |
| 3M | -16.3% | +15.2% | -31.6% | -17.6% |
| 6M | +42.2% | -13.3% | +55.5% | +43.0% |
| YTD | -5.0% | -16.2% | +11.2% | -4.7% |
| 1Y | +20.1% | -16.9% | +37.0% | +20.6% |
| 3Y | +358.4% | -30.8% | +389.3% | +369.1% |
| All | -19.0% | -39.5% | +20.6% | -22.6% |
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