+88.2%
ED vs ACI
+25.9%
+62.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.2% | +0.2% | -0.3% | -0.2% |
| 30D | -0.1% | +5.9% | -6.0% | -0.8% |
| 3M | +3.9% | -19.8% | +23.7% | +6.0% |
| 6M | -3.0% | -24.7% | +21.7% | -0.4% |
| YTD | +10.7% | -24.4% | +35.1% | +13.5% |
| 1Y | +13.3% | -31.5% | +44.8% | +17.4% |
| 3Y | +34.5% | -38.7% | +73.2% | +40.7% |
| 5Y | +67.1% | -42.8% | +109.9% | +73.6% |
| All | +88.2% | +25.9% | +62.3% | +87.9% |
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