+65.9%
EW vs ACI
-31.5%
+97.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.3% |
| 7D | +4.9% | +2.3% | +2.6% | +4.8% |
| 30D | +23.9% | +1.2% | +22.7% | +23.8% |
| 3M | +15.8% | +6.8% | +9.0% | +15.4% |
| 6M | +31.7% | -18.7% | +50.4% | +32.2% |
| YTD | +25.7% | -20.2% | +45.9% | +26.0% |
| 1Y | +24.4% | -23.7% | +48.2% | +25.2% |
| 3Y | +65.9% | -31.6% | +97.5% | +67.7% |
| All | +65.9% | -31.5% | +97.3% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling