+319.1%
DELL vs ACI
-32.3%
+351.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | +14.9% | +0.2% | +14.7% | +14.9% |
| 30D | +13.3% | +5.9% | +7.4% | +14.8% |
| 3M | +24.4% | -19.8% | +44.2% | +19.5% |
| 6M | +258.0% | -24.7% | +282.8% | +241.6% |
| YTD | +320.2% | -24.4% | +344.6% | +300.6% |
| 1Y | +319.1% | -31.5% | +350.6% | +294.4% |
| All | +319.1% | -32.3% | +351.4% | +294.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling