+35.4%
HYG vs ACI
+21.2%
+14.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.1% |
| 7D | -0.7% | -3.7% | +3.0% | -0.6% |
| 30D | -0.7% | +0.6% | -1.3% | -0.8% |
| 3M | -0.2% | -20.3% | +20.1% | +0.3% |
| 6M | +1.4% | -24.7% | +26.1% | +2.1% |
| YTD | +1.5% | -27.2% | +28.7% | +2.1% |
| 1Y | +2.9% | -32.7% | +35.6% | +3.8% |
| 3Y | +25.6% | -43.9% | +69.5% | +27.4% |
| 5Y | +18.6% | -38.9% | +57.4% | +19.5% |
| All | +35.4% | +21.2% | +14.2% | +34.0% |
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