+4.3%
EXE vs ACI
-35.6%
+39.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.5% |
| 7D | -2.7% | -5.0% | +2.3% | -2.6% |
| 30D | -0.4% | -2.3% | +1.9% | -0.3% |
| 3M | +9.5% | -23.2% | +32.7% | +9.7% |
| 6M | -9.3% | -29.5% | +20.1% | -9.2% |
| YTD | -10.9% | -28.6% | +17.7% | -10.7% |
| 1Y | +4.3% | -34.0% | +38.3% | +6.8% |
| All | +4.3% | -35.6% | +39.9% | +6.8% |
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 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