+192.3%
F vs ACI
+39.5%
+152.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.4% |
| 7D | +6.0% | +4.5% | +1.5% | +5.4% |
| 30D | +4.3% | +20.9% | -16.6% | +1.5% |
| 3M | -10.1% | +15.2% | -25.3% | -12.0% |
| 6M | +12.8% | -13.3% | +26.1% | +14.2% |
| YTD | -0.1% | -16.2% | +16.1% | +1.3% |
| 1Y | +3.7% | -16.9% | +20.6% | +5.2% |
| 3Y | +42.7% | -30.8% | +73.5% | +48.1% |
| 5Y | -11.0% | -39.4% | +28.4% | -8.0% |
| All | +192.3% | +39.5% | +152.8% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling