+264.3%
GE vs ACI
-33.9%
+298.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.4% | +6.1% | +2.6% |
| 7D | +7.1% | -2.2% | +9.3% | +7.1% |
| 30D | +6.5% | +10.3% | -3.8% | +6.6% |
| 3M | -13.6% | +7.2% | -20.8% | -13.5% |
| 6M | +6.0% | -18.0% | +24.0% | +6.2% |
| YTD | +5.4% | -22.0% | +27.4% | +5.6% |
| 1Y | +6.5% | -23.4% | +29.8% | +6.9% |
| All | +264.3% | -33.9% | +298.3% | +278.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling