+31.0%
F vs ACI
-32.3%
+63.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | +0.2% | +5.2% | +5.3% |
| 30D | +4.6% | +5.9% | -1.3% | +4.3% |
| 3M | -3.7% | -19.8% | +16.1% | -3.5% |
| 6M | +16.8% | -24.7% | +41.6% | +16.3% |
| YTD | +15.3% | -24.4% | +39.7% | +14.6% |
| 1Y | +31.0% | -31.5% | +62.5% | +36.5% |
| All | +31.0% | -32.3% | +63.4% | +36.5% |
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