-14.6%
EW vs ACI
-43.3%
+28.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.5% |
| 7D | +11.0% | -2.2% | +13.2% | +11.1% |
| 30D | +19.1% | +10.3% | +8.8% | +18.1% |
| 3M | +14.4% | +7.2% | +7.2% | +13.6% |
| 6M | +22.8% | -18.0% | +40.8% | +24.0% |
| YTD | +19.8% | -22.0% | +41.8% | +21.2% |
| 1Y | +23.9% | -23.4% | +47.3% | +25.6% |
| 3Y | +52.2% | -35.8% | +88.0% | +56.4% |
| All | -14.6% | -43.3% | +28.8% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling