+46.0%
F vs ACI
-31.5%
+77.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | -3.1% | +2.3% | -5.4% | -3.4% |
| 30D | 0.0% | +1.2% | -1.2% | -0.2% |
| 3M | -13.2% | +6.8% | -20.0% | -14.0% |
| 6M | -10.2% | -18.7% | +8.5% | -8.4% |
| YTD | -4.9% | -20.2% | +15.3% | -3.4% |
| 1Y | -6.1% | -23.7% | +17.6% | -3.7% |
| 3Y | +46.0% | -31.6% | +77.6% | +55.3% |
| All | +46.0% | -31.5% | +77.4% | +55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling