+96.8%
ET vs ACI
-43.5%
+140.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.3% |
| 7D | +0.4% | -2.6% | +3.0% | +0.6% |
| 30D | +6.9% | +1.1% | +5.8% | +6.7% |
| 3M | +13.1% | -23.6% | +36.7% | +15.4% |
| 6M | +18.7% | -29.9% | +48.7% | +22.0% |
| YTD | +37.4% | -26.9% | +64.3% | +40.6% |
| 1Y | +34.8% | -34.2% | +69.1% | +39.2% |
| 3Y | +96.8% | -43.6% | +140.4% | +105.1% |
| All | +96.8% | -43.5% | +140.3% | +105.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling