+3.7%
F vs ACI
-18.4%
+22.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.7% |
| 7D | +6.0% | +4.5% | +1.5% | +5.7% |
| 30D | +4.3% | +20.9% | -16.6% | +2.8% |
| 3M | -10.1% | +15.2% | -25.3% | -11.0% |
| 6M | +12.8% | -13.3% | +26.1% | +12.2% |
| YTD | -0.1% | -16.2% | +16.1% | -1.8% |
| 1Y | +3.7% | -16.9% | +20.6% | +1.7% |
| All | +3.7% | -18.4% | +22.1% | +1.7% |
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