+418.0%
ET vs ACI
+18.9%
+399.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.1% |
| 7D | +0.6% | -5.0% | +5.7% | +1.2% |
| 30D | +5.3% | -2.3% | +7.6% | +5.5% |
| 3M | +15.6% | -23.2% | +38.8% | +18.7% |
| 6M | +20.6% | -29.5% | +50.1% | +25.0% |
| YTD | +38.5% | -28.6% | +67.1% | +43.2% |
| 1Y | +35.7% | -34.0% | +69.8% | +41.4% |
| 3Y | +98.4% | -45.0% | +143.3% | +110.6% |
| 5Y | +245.3% | -44.0% | +289.3% | +258.3% |
| All | +418.0% | +18.9% | +399.1% | +384.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling