+43.8%
EXC vs ACI
-43.3%
+87.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.5% |
| 7D | -1.2% | -2.2% | +1.0% | -0.9% |
| 30D | +10.0% | +10.3% | -0.3% | +8.4% |
| 3M | +1.6% | +7.2% | -5.6% | +0.5% |
| 6M | +3.3% | -18.0% | +21.3% | +5.6% |
| YTD | +7.6% | -22.0% | +29.5% | +10.6% |
| 1Y | +3.5% | -23.4% | +26.8% | +6.7% |
| 3Y | +27.7% | -35.8% | +63.5% | +35.1% |
| All | +43.8% | -43.3% | +87.2% | +51.6% |
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