+189.1%
F vs ACI
+34.5%
+154.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.6% |
| 7D | +1.4% | +3.5% | -2.1% | +0.9% |
| 30D | +2.0% | +16.8% | -14.7% | -0.3% |
| 3M | -10.4% | +13.1% | -23.5% | -12.0% |
| 6M | +9.7% | -15.6% | +25.4% | +11.5% |
| YTD | -1.2% | -19.2% | +18.1% | +0.7% |
| 1Y | 0.0% | -20.7% | +20.7% | +2.2% |
| 3Y | +41.1% | -33.4% | +74.5% | +47.2% |
| 5Y | -11.4% | -41.7% | +30.3% | -7.9% |
| All | +189.1% | +34.5% | +154.6% | +204.7% |
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 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