+7.8%
D vs ACI
-42.9%
+50.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +0.2% | +1.3% | +1.4% |
| 30D | -2.6% | +5.9% | -8.5% | -3.4% |
| 3M | 0.0% | -19.8% | +19.8% | +2.6% |
| 6M | +7.4% | -24.7% | +32.1% | +11.0% |
| YTD | +15.9% | -24.4% | +40.3% | +19.6% |
| 1Y | +18.1% | -31.5% | +49.6% | +23.6% |
| 3Y | +58.4% | -38.7% | +97.1% | +68.3% |
| All | +7.8% | -42.9% | +50.7% | +14.0% |
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 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