+120.4%
EXC vs ACI
+25.9%
+94.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -1.0% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | -3.7% | +5.9% | -9.6% | -4.4% |
| 3M | -1.3% | -19.8% | +18.5% | +0.8% |
| 6M | -9.7% | -24.7% | +15.0% | -7.2% |
| YTD | +2.9% | -24.4% | +27.3% | +5.6% |
| 1Y | +4.4% | -31.5% | +35.9% | +8.3% |
| 3Y | +22.2% | -38.7% | +60.9% | +28.1% |
| 5Y | +46.7% | -42.8% | +89.5% | +52.8% |
| All | +120.4% | +25.9% | +94.5% | +114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling