-12.5%
F vs ACI
-39.7%
+27.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.1% |
| 7D | +1.0% | -0.6% | +1.6% | +1.1% |
| 30D | +2.1% | +9.5% | -7.4% | +0.2% |
| 3M | -10.3% | +10.1% | -20.3% | -12.1% |
| 6M | +3.3% | -15.4% | +18.6% | +5.5% |
| YTD | -2.0% | -19.5% | +17.6% | +0.6% |
| 1Y | -2.3% | -21.0% | +18.7% | +0.7% |
| 3Y | +49.9% | -31.2% | +81.1% | +58.1% |
| 5Y | -12.5% | -40.6% | +28.1% | -7.5% |
| All | -12.5% | -39.7% | +27.2% | -7.5% |
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