+150.1%
EXE vs ACI
+22.4%
+127.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.2% | +0.1% | +2.0% |
| 7D | -2.2% | -0.6% | -1.6% | -2.1% |
| 30D | -0.3% | +9.5% | -9.9% | -1.9% |
| 3M | -9.3% | +10.1% | -19.4% | -10.9% |
| 6M | -7.2% | -15.4% | +8.2% | -5.4% |
| YTD | -18.9% | -19.5% | +0.6% | -17.0% |
| 1Y | -21.7% | -21.0% | -0.7% | -19.5% |
| 3Y | +21.0% | -31.2% | +52.2% | +26.6% |
| 5Y | +76.0% | -40.6% | +116.5% | +85.5% |
| All | +150.1% | +22.4% | +127.7% | +119.8% |
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