+9.1%
IR vs ACI
-18.4%
+27.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -0.3% |
| 7D | +11.6% | +4.5% | +7.1% | +11.7% |
| 30D | +7.2% | +20.9% | -13.7% | +7.5% |
| 3M | -5.9% | +15.2% | -21.1% | -5.6% |
| 6M | +11.5% | -13.3% | +24.8% | +11.9% |
| YTD | +6.3% | -16.2% | +22.5% | +5.9% |
| 1Y | +9.1% | -16.9% | +26.0% | +8.2% |
| All | +9.1% | -18.4% | +27.5% | +8.2% |
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