+61.3%
EXE vs ACI
-43.3%
+104.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.5% | -0.4% |
| 7D | -6.6% | -2.2% | -4.4% | -6.3% |
| 30D | -4.0% | +10.3% | -14.3% | -5.5% |
| 3M | -7.5% | +7.2% | -14.6% | -8.6% |
| 6M | -11.7% | -18.0% | +6.3% | -9.5% |
| YTD | -22.0% | -22.0% | 0.0% | -19.8% |
| 1Y | -21.8% | -23.4% | +1.6% | -19.3% |
| 3Y | +8.0% | -35.8% | +43.8% | +14.9% |
| All | +61.3% | -43.3% | +104.7% | +67.2% |
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