+5.9%
EXC vs ACI
-33.6%
+39.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.3% | +4.0% | +0.9% |
| 7D | +1.2% | -2.6% | +3.8% | +1.4% |
| 30D | -2.7% | +1.1% | -3.8% | -2.8% |
| 3M | -1.0% | -23.6% | +22.7% | +0.8% |
| 6M | -9.3% | -29.9% | +20.7% | -6.8% |
| YTD | +3.6% | -26.9% | +30.5% | +5.8% |
| 1Y | +5.9% | -34.2% | +40.2% | +7.7% |
| All | +5.9% | -33.6% | +39.5% | +7.7% |
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 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