+24.3%
IR vs ACI
-31.0%
+55.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +4.3% | -0.5% | +4.7% | +4.3% |
| 30D | +8.1% | +4.9% | +3.2% | +7.8% |
| 3M | +0.7% | +11.1% | -10.4% | +0.1% |
| 6M | +16.6% | -14.9% | +31.5% | +17.7% |
| YTD | +7.8% | -19.6% | +27.4% | +9.2% |
| 1Y | +9.9% | -22.7% | +32.6% | +11.8% |
| All | +24.3% | -31.0% | +55.2% | +26.5% |
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