+23.8%
ED vs ACI
-23.3%
+47.2%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.5% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | +10.4% | +1.2% | +9.2% | +10.3% |
| 3M | +12.5% | +6.8% | +5.8% | +11.9% |
| 6M | +14.9% | -18.7% | +33.6% | +17.2% |
| YTD | +24.8% | -20.2% | +45.0% | +27.4% |
| 1Y | +23.8% | -23.7% | +47.6% | +28.0% |
| All | +23.8% | -23.3% | +47.2% | +28.0% |
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 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