+413.7%
ET vs ACI
+25.9%
+387.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +7.5% | +5.9% | +1.6% | +6.7% |
| 3M | +11.4% | -19.8% | +31.2% | +13.8% |
| 6M | +18.5% | -24.7% | +43.3% | +21.9% |
| YTD | +37.4% | -24.4% | +61.8% | +41.1% |
| 1Y | +30.9% | -31.5% | +62.4% | +35.9% |
| 3Y | +98.7% | -38.7% | +137.4% | +108.2% |
| 5Y | +230.7% | -42.8% | +273.5% | +242.8% |
| All | +413.7% | +25.9% | +387.8% | +377.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling