+177.4%
IR vs ACI
+21.8%
+155.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.6% | -1.3% |
| 7D | +0.6% | -2.6% | +3.2% | +0.9% |
| 30D | -13.6% | +1.1% | -14.7% | -13.7% |
| 3M | +3.7% | -23.6% | +27.3% | +6.0% |
| 6M | -13.1% | -29.9% | +16.9% | -10.4% |
| YTD | -5.1% | -26.9% | +21.7% | -2.8% |
| 1Y | -6.5% | -34.2% | +27.8% | -3.2% |
| 3Y | +8.5% | -43.6% | +52.1% | +13.8% |
| 5Y | +43.3% | -42.4% | +85.7% | +47.6% |
| All | +177.4% | +21.8% | +155.7% | +174.2% |
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 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