+3.4%
EXC vs ACI
-32.3%
+35.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | -0.7% | +0.2% | -0.8% | -0.7% |
| 30D | -4.6% | +5.9% | -10.5% | -4.9% |
| 3M | -2.2% | -19.8% | +17.6% | -0.8% |
| 6M | -10.6% | -24.7% | +14.2% | -8.7% |
| YTD | +1.9% | -24.4% | +26.3% | +3.8% |
| 1Y | +3.4% | -31.5% | +34.9% | +4.3% |
| All | +3.4% | -32.3% | +35.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling