+29.2%
EW vs ACI
+21.8%
+7.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.3% | -0.3% | -3.3% |
| 7D | -4.4% | -2.6% | -1.9% | -4.3% |
| 30D | -3.3% | +1.1% | -4.4% | -3.4% |
| 3M | +1.0% | -23.6% | +24.7% | +2.4% |
| 6M | +6.2% | -29.9% | +36.2% | +8.1% |
| YTD | +1.7% | -26.9% | +28.6% | +3.2% |
| 1Y | +8.1% | -34.2% | +42.4% | +10.4% |
| 3Y | +17.1% | -43.6% | +60.7% | +20.5% |
| 5Y | -29.4% | -42.4% | +13.0% | -28.0% |
| All | +29.2% | +21.8% | +7.4% | +25.3% |
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