+46.0%
F vs ACI
-38.5%
+84.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.7% |
| 3M | -3.7% | -19.8% | +16.1% | -1.2% |
| 6M | +16.8% | -24.7% | +41.6% | +20.5% |
| YTD | +15.3% | -24.4% | +39.7% | +18.4% |
| 1Y | +31.0% | -31.5% | +62.5% | +37.7% |
| All | +46.0% | -38.5% | +84.6% | +60.3% |
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