+11.9%
D vs ACI
+32.1%
-20.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -2.4% | -5.3% | +2.9% | -1.8% |
| 30D | +9.0% | +5.0% | +3.9% | +8.4% |
| 3M | +1.0% | +7.5% | -6.6% | 0.0% |
| 6M | +11.0% | -16.0% | +27.0% | +12.6% |
| YTD | +19.8% | -20.6% | +40.4% | +22.2% |
| 1Y | +16.0% | -23.5% | +39.5% | +18.8% |
| 3Y | +74.4% | -32.1% | +106.5% | +80.7% |
| 5Y | +13.5% | -42.5% | +56.0% | +17.8% |
| All | +11.9% | +32.1% | -20.2% | +8.5% |
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