+12.8%
D vs ACI
+29.9%
-17.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.1% |
| 7D | +3.0% | -2.2% | +5.2% | +3.2% |
| 30D | +11.5% | +10.3% | +1.2% | +10.3% |
| 3M | +3.7% | +7.2% | -3.5% | +2.8% |
| 6M | +13.5% | -18.0% | +31.5% | +15.6% |
| YTD | +20.7% | -22.0% | +42.7% | +23.4% |
| 1Y | +18.2% | -23.4% | +41.6% | +21.1% |
| 3Y | +73.3% | -35.8% | +109.1% | +80.8% |
| 5Y | +12.3% | -43.7% | +55.9% | +16.8% |
| All | +12.8% | +29.9% | -17.1% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling