-8.7%
COMP vs ACI
-42.9%
+34.2%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +27.4% |
| YTD | -3.4% | -20.2% | +16.8% | -2.5% |
| 1Y | +7.6% | -23.7% | +31.3% | +9.4% |
| 3Y | +423.6% | -31.6% | +455.2% | +433.8% |
| All | -8.7% | -42.9% | +34.2% | -9.7% |
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