+632.4%
GEV vs ACI
-38.8%
+671.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.2% | +0.4% | +4.1% |
| 7D | +1.6% | -3.7% | +5.4% | +1.0% |
| 30D | -7.9% | +0.6% | -8.5% | -7.8% |
| 3M | +5.6% | -20.3% | +25.9% | +3.8% |
| 6M | +13.1% | -24.7% | +37.7% | +10.5% |
| YTD | +46.7% | -27.2% | +74.0% | +43.6% |
| 1Y | +51.3% | -32.7% | +84.0% | +48.7% |
| All | +632.4% | -38.8% | +671.3% | +718.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling