+390.5%
GOOG vs ACI
+17.4%
+373.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -2.5% | -7.1% | +4.6% | -2.0% |
| 30D | -3.6% | -4.5% | +0.9% | -3.3% |
| 3M | -6.4% | -22.3% | +15.8% | -5.1% |
| 6M | +7.8% | -28.4% | +36.2% | +9.6% |
| YTD | +5.5% | -29.5% | +35.0% | +7.3% |
| 1Y | +38.3% | -34.2% | +72.5% | +41.0% |
| 3Y | +143.1% | -45.7% | +188.8% | +150.3% |
| 5Y | +135.0% | -40.8% | +175.8% | +139.1% |
| All | +390.5% | +17.4% | +373.1% | +375.0% |
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