+57.6%
EW vs ACI
+33.9%
+23.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +4.9% | -0.5% | +5.4% | +5.0% |
| 30D | +24.1% | +4.9% | +19.2% | +23.7% |
| 3M | +13.7% | +11.1% | +2.6% | +12.9% |
| 6M | +32.7% | -14.9% | +47.6% | +33.5% |
| YTD | +24.1% | -19.6% | +43.7% | +25.1% |
| 1Y | +23.6% | -22.7% | +46.3% | +24.9% |
| 3Y | +64.8% | -31.2% | +96.0% | +67.3% |
| 5Y | -8.8% | -42.3% | +33.5% | -7.5% |
| All | +57.6% | +33.9% | +23.8% | +51.9% |
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 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