+36.0%
HYG vs ACI
+18.9%
+17.2%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.1% |
| 7D | -0.2% | -5.0% | +4.9% | 0.0% |
| 30D | -0.1% | -2.3% | +2.2% | 0.0% |
| 3M | +0.7% | -23.2% | +23.9% | +1.3% |
| 6M | +1.5% | -29.5% | +31.0% | +2.3% |
| YTD | +1.9% | -28.6% | +30.6% | +2.7% |
| 1Y | +3.7% | -34.0% | +37.8% | +4.7% |
| 3Y | +26.5% | -45.0% | +71.4% | +28.3% |
| 5Y | +19.0% | -44.0% | +63.0% | +20.1% |
| All | +36.0% | +18.9% | +17.2% | +34.7% |
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 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