-1.6%
F vs ACI
-23.2%
+21.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.6% |
| 7D | -0.6% | -5.9% | +5.3% | -0.2% |
| 30D | +2.9% | +7.2% | -4.3% | +2.3% |
| 3M | -9.5% | +8.8% | -18.3% | -10.0% |
| 6M | +4.0% | -17.2% | +21.2% | +3.9% |
| YTD | -1.3% | -21.3% | +20.0% | -2.8% |
| All | -1.6% | -23.2% | +21.7% | -2.3% |
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