+130.5%
EXC vs ACI
+31.1%
+99.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | 0.0% |
| 7D | -1.7% | -5.9% | +4.2% | -1.1% |
| 30D | +9.3% | +7.2% | +2.1% | +8.4% |
| 3M | +1.0% | +8.8% | -7.8% | 0.0% |
| 6M | +5.9% | -17.2% | +23.1% | +7.6% |
| YTD | +7.6% | -21.3% | +28.9% | +9.8% |
| 1Y | +2.4% | -23.7% | +26.2% | +4.9% |
| 3Y | +30.2% | -32.8% | +63.1% | +35.0% |
| 5Y | +41.4% | -41.4% | +82.7% | +46.8% |
| All | +130.5% | +31.1% | +99.4% | +123.0% |
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