+18.1%
EW vs ACI
-18.4%
+36.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.5% | +0.8% | +4.3% |
| 7D | +8.3% | +4.5% | +3.8% | +8.2% |
| 30D | +13.9% | +20.9% | -6.9% | +13.6% |
| 3M | +10.9% | +15.2% | -4.3% | +10.8% |
| 6M | +19.2% | -13.3% | +32.6% | +18.0% |
| YTD | +16.6% | -16.2% | +32.8% | +15.1% |
| 1Y | +18.1% | -16.9% | +35.0% | +15.9% |
| All | +18.1% | -18.4% | +36.5% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling