-15.8%
F vs ACI
-43.3%
+27.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | -0.1% |
| 7D | +1.6% | -2.2% | +3.8% | +2.0% |
| 30D | +2.6% | +10.3% | -7.7% | +0.6% |
| 3M | -8.8% | +7.2% | -16.0% | -10.2% |
| 6M | +4.6% | -18.0% | +22.6% | +7.5% |
| YTD | -1.9% | -22.0% | +20.1% | +1.3% |
| 1Y | -0.8% | -23.4% | +22.6% | +2.9% |
| 3Y | +43.5% | -35.8% | +79.3% | +53.8% |
| All | -15.8% | -43.3% | +27.5% | -11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling