-26.6%
IT vs ACI
-34.6%
+8.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -12.7% | -7.1% | -5.6% | -11.2% |
| 30D | -8.9% | -4.5% | -4.4% | -7.9% |
| 3M | +10.1% | -22.3% | +32.4% | +11.7% |
| 6M | +7.3% | -28.4% | +35.7% | +8.9% |
| YTD | -32.4% | -29.5% | -2.9% | -31.2% |
| 1Y | -26.6% | -34.2% | +7.6% | -25.7% |
| All | -26.6% | -34.6% | +8.0% | -25.7% |
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 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