+12.2%
D vs ACI
+31.1%
-18.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.6% |
| 7D | +0.8% | -5.9% | +6.7% | +1.5% |
| 30D | +10.7% | +7.2% | +3.5% | +9.9% |
| 3M | +2.3% | +8.8% | -6.5% | +1.2% |
| 6M | +12.5% | -17.2% | +29.7% | +14.4% |
| YTD | +20.1% | -21.3% | +41.3% | +22.6% |
| 1Y | +15.6% | -23.7% | +39.3% | +18.4% |
| 3Y | +75.2% | -32.8% | +108.0% | +81.8% |
| 5Y | +14.6% | -41.4% | +56.0% | +18.9% |
| All | +12.2% | +31.1% | -18.9% | +8.9% |
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