+18.3%
EFA vs ACI
-34.6%
+52.9%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.9% |
| 7D | -2.4% | -7.1% | +4.7% | -2.4% |
| 30D | -2.2% | -4.5% | +2.2% | -2.3% |
| 3M | +5.7% | -22.3% | +27.9% | +5.5% |
| 6M | +8.2% | -28.4% | +36.6% | +7.6% |
| YTD | +11.8% | -29.5% | +41.3% | +11.0% |
| 1Y | +18.3% | -34.2% | +52.5% | +17.3% |
| All | +18.3% | -34.6% | +52.9% | +17.3% |
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