+107.9%
ED vs ACI
+29.9%
+78.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.0% |
| 7D | +1.6% | -2.2% | +3.9% | +1.9% |
| 30D | +13.3% | +10.3% | +3.0% | +12.1% |
| 3M | +9.7% | +7.2% | +2.5% | +8.8% |
| 6M | +12.8% | -18.0% | +30.8% | +14.7% |
| YTD | +22.3% | -22.0% | +44.3% | +24.9% |
| 1Y | +26.3% | -23.4% | +49.7% | +29.2% |
| 3Y | +45.0% | -35.8% | +80.9% | +50.9% |
| 5Y | +80.2% | -43.7% | +123.9% | +87.0% |
| All | +107.9% | +29.9% | +78.0% | +106.8% |
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