+518.8%
GEV vs ACI
-33.3%
+552.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.1% |
| 7D | -3.0% | -5.3% | +2.4% | -4.1% |
| 30D | -18.9% | +5.0% | -23.9% | -17.9% |
| 3M | -20.1% | +7.5% | -27.6% | -18.6% |
| 6M | -24.6% | -16.0% | -8.6% | -24.6% |
| YTD | +24.0% | -20.6% | +44.6% | +23.8% |
| 1Y | +40.6% | -23.5% | +64.2% | +40.6% |
| All | +518.8% | -33.3% | +552.1% | +605.7% |
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 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