+232.8%
COST vs ACI
+17.4%
+215.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.2% |
| 7D | -2.5% | -7.1% | +4.6% | -1.3% |
| 30D | -4.4% | -4.5% | 0.0% | -3.7% |
| 3M | -8.1% | -22.3% | +14.2% | -4.7% |
| 6M | -9.2% | -28.4% | +19.2% | -4.6% |
| YTD | +5.1% | -29.5% | +34.6% | +10.6% |
| 1Y | -5.1% | -34.2% | +29.2% | +0.9% |
| 3Y | +70.4% | -45.7% | +116.0% | +85.9% |
| 5Y | +104.7% | -40.8% | +145.5% | +118.5% |
| All | +232.8% | +17.4% | +215.5% | +218.0% |
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