-3.5%
IR vs ACI
-32.3%
+28.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -2.8% | +0.2% | -3.0% | -2.8% |
| 30D | -15.1% | +5.9% | -21.0% | -15.2% |
| 3M | +6.1% | -19.8% | +25.8% | +6.5% |
| 6M | -16.8% | -24.7% | +7.9% | -16.3% |
| YTD | -3.5% | -24.4% | +20.8% | -3.1% |
| 1Y | -3.5% | -31.5% | +28.0% | -1.8% |
| All | -3.5% | -32.3% | +28.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling