+977.6%
GE vs ACI
+34.0%
+943.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | +5.4% | -0.6% | +6.0% | +5.4% |
| 30D | +9.6% | +9.5% | +0.1% | +8.8% |
| 3M | -7.7% | +10.1% | -17.8% | -8.5% |
| 6M | +14.0% | -15.4% | +29.4% | +15.2% |
| YTD | +10.2% | -19.5% | +29.7% | +11.5% |
| 1Y | +8.9% | -21.0% | +29.9% | +10.5% |
| 3Y | +273.7% | -31.2% | +304.8% | +283.7% |
| 5Y | +410.2% | -40.6% | +450.8% | +425.9% |
| All | +977.6% | +34.0% | +943.6% | +978.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling