+970.0%
GE vs ACI
+31.1%
+938.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.7% |
| 7D | +6.3% | -5.9% | +12.2% | +6.7% |
| 30D | +8.9% | +7.2% | +1.7% | +8.2% |
| 3M | -9.2% | +8.8% | -18.0% | -9.9% |
| 6M | +13.2% | -17.2% | +30.4% | +14.6% |
| YTD | +9.4% | -21.3% | +30.6% | +10.9% |
| 1Y | +9.8% | -23.7% | +33.5% | +11.8% |
| 3Y | +278.2% | -32.8% | +311.0% | +289.1% |
| 5Y | +396.0% | -41.4% | +437.4% | +411.7% |
| All | +970.0% | +31.1% | +938.9% | +972.3% |
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