+57.6%
EW vs ACI
+32.1%
+25.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | +6.5% | -5.3% | +11.8% | +6.8% |
| 30D | +22.5% | +5.0% | +17.4% | +22.1% |
| 3M | +13.0% | +7.5% | +5.5% | +12.4% |
| 6M | +37.1% | -16.0% | +53.1% | +38.0% |
| YTD | +24.1% | -20.6% | +44.8% | +25.2% |
| 1Y | +24.2% | -23.5% | +47.8% | +25.6% |
| 3Y | +64.8% | -32.1% | +96.9% | +67.4% |
| 5Y | -7.4% | -42.5% | +35.1% | -6.0% |
| All | +57.6% | +32.1% | +25.5% | +52.0% |
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