+104.8%
COST vs ACI
-43.9%
+148.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.3% |
| 7D | -2.8% | -5.0% | +2.3% | -1.8% |
| 30D | -5.3% | -2.3% | -3.0% | -4.8% |
| 3M | -6.7% | -23.2% | +16.5% | -2.3% |
| 6M | -9.9% | -29.5% | +19.5% | -4.0% |
| YTD | +5.1% | -28.6% | +33.7% | +11.6% |
| 1Y | -7.3% | -34.0% | +26.7% | -0.2% |
| 3Y | +70.4% | -45.0% | +115.4% | +89.8% |
| All | +104.8% | -43.9% | +148.6% | +121.8% |
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 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