+55.9%
IDXX vs ACI
+17.4%
+38.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.6% |
| 7D | -4.3% | -7.1% | +2.8% | -3.7% |
| 30D | -13.7% | -4.5% | -9.2% | -13.3% |
| 3M | -9.1% | -22.3% | +13.2% | -7.4% |
| 6M | -15.4% | -28.4% | +13.0% | -13.4% |
| YTD | -25.1% | -29.5% | +4.4% | -23.4% |
| 1Y | -20.6% | -34.2% | +13.6% | -18.3% |
| 3Y | +8.7% | -45.7% | +54.4% | +13.6% |
| 5Y | -25.7% | -40.8% | +15.1% | -23.4% |
| All | +55.9% | +17.4% | +38.6% | +44.1% |
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