+186.1%
F vs ACI
+32.1%
+153.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -2.1% | -5.3% | +3.2% | -1.4% |
| 30D | +3.3% | +5.0% | -1.7% | +2.5% |
| 3M | -11.3% | +7.5% | -18.8% | -12.4% |
| 6M | +5.3% | -16.0% | +21.3% | +7.1% |
| YTD | -2.2% | -20.6% | +18.4% | -0.2% |
| 1Y | -3.5% | -23.5% | +20.0% | -0.9% |
| 3Y | +49.5% | -32.1% | +81.7% | +55.5% |
| 5Y | -13.5% | -42.5% | +29.0% | -9.9% |
| All | +186.1% | +32.1% | +153.9% | +202.2% |
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 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