-17.4%
IT vs ACI
-21.6%
+4.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.9% |
| 7D | -7.5% | -0.6% | -6.9% | -7.2% |
| 30D | -1.2% | +9.5% | -10.7% | -3.7% |
| 3M | -2.2% | +10.1% | -12.3% | -4.7% |
| 6M | +19.1% | -15.4% | +34.5% | +16.4% |
| YTD | -25.1% | -19.5% | -5.6% | -25.8% |
| 1Y | -17.4% | -21.0% | +3.6% | -17.4% |
| All | -17.4% | -21.6% | +4.2% | -17.4% |
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