+201.0%
ET vs ACI
-43.3%
+244.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +0.7% |
| 7D | -7.9% | -2.2% | -5.7% | -7.7% |
| 30D | -5.9% | +10.3% | -16.2% | -7.0% |
| 3M | -5.2% | +7.2% | -12.4% | -6.1% |
| 6M | +0.3% | -18.0% | +18.3% | +1.9% |
| YTD | +23.1% | -22.0% | +45.1% | +25.7% |
| 1Y | +22.7% | -23.4% | +46.1% | +25.6% |
| 3Y | +75.4% | -35.8% | +111.2% | +82.4% |
| All | +201.0% | -43.3% | +244.3% | +201.6% |
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 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