-17.9%
COMP vs ACI
-43.3%
+25.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -3.4% | +14.1% | +11.1% |
| 7D | +13.4% | -2.2% | +15.7% | +13.8% |
| 30D | +11.1% | +10.3% | +0.8% | +10.0% |
| 3M | -18.8% | +7.2% | -26.0% | -19.4% |
| 6M | +10.5% | -18.0% | +28.5% | +11.8% |
| YTD | -3.4% | -22.0% | +18.6% | -2.3% |
| 1Y | +19.7% | -23.4% | +43.1% | +21.4% |
| 3Y | +381.6% | -35.8% | +417.4% | +397.4% |
| All | -17.9% | -43.3% | +25.5% | -21.1% |
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 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