+27.6%
IR vs ACI
-35.7%
+63.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.4% | +4.8% | +1.5% |
| 7D | +3.7% | -2.2% | +5.9% | +3.7% |
| 30D | +7.4% | +10.3% | -2.9% | +6.8% |
| 3M | -5.9% | +7.2% | -13.1% | -6.3% |
| 6M | +5.6% | -18.0% | +23.6% | +6.7% |
| YTD | +4.8% | -22.0% | +26.8% | +6.3% |
| 1Y | +6.9% | -23.4% | +30.3% | +8.6% |
| 3Y | +27.6% | -35.8% | +63.4% | +32.7% |
| All | +27.6% | -35.7% | +63.2% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling