-8.8%
IT vs ACI
-18.4%
+9.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.1% | +0.2% |
| 7D | -5.5% | +4.5% | -9.9% | -6.8% |
| 30D | +10.3% | +20.9% | -10.5% | +4.0% |
| 3M | +11.5% | +15.2% | -3.7% | +6.8% |
| 6M | +40.3% | -13.3% | +53.6% | +35.3% |
| YTD | -17.9% | -16.2% | -1.7% | -19.8% |
| 1Y | -8.8% | -16.9% | +8.1% | -10.9% |
| All | -8.8% | -18.4% | +9.6% | -10.9% |
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