+53.4%
EFA vs ACI
-43.7%
+97.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | -0.5% | -5.0% | +4.6% | -0.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.2% |
| 3M | +5.2% | -23.2% | +28.4% | +7.1% |
| 6M | +9.4% | -29.5% | +38.8% | +12.1% |
| YTD | +12.7% | -28.6% | +41.3% | +15.2% |
| 1Y | +19.3% | -34.0% | +53.3% | +22.8% |
| 3Y | +66.3% | -45.0% | +111.3% | +74.1% |
| 5Y | +53.4% | -44.0% | +97.4% | +57.0% |
| All | +53.4% | -43.7% | +97.0% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling