+52.4%
COP vs ACI
-33.6%
+86.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +0.9% |
| 7D | -0.8% | -2.6% | +1.7% | -0.6% |
| 30D | +15.6% | +1.1% | +14.5% | +15.4% |
| 3M | +14.3% | -23.6% | +38.0% | +18.2% |
| 6M | +17.0% | -29.9% | +46.9% | +22.8% |
| YTD | +47.4% | -26.9% | +74.3% | +53.3% |
| 1Y | +52.4% | -34.2% | +86.7% | +59.8% |
| All | +52.4% | -33.6% | +86.0% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling