+104.7%
CSCO vs ACI
-33.3%
+138.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +5.1% |
| 7D | -2.9% | -5.9% | +3.0% | -2.7% |
| 30D | -16.7% | +7.2% | -23.9% | -16.8% |
| 3M | -18.4% | +8.8% | -27.3% | -18.7% |
| 6M | +2.9% | -17.2% | +20.1% | +4.0% |
| YTD | +30.4% | -21.3% | +51.7% | +31.9% |
| 1Y | +41.4% | -23.7% | +65.1% | +43.5% |
| 3Y | +104.7% | -32.8% | +137.5% | +98.3% |
| All | +104.7% | -33.3% | +138.0% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling