-44.8%
IT vs ACI
-44.9%
+0.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.2% | -6.9% |
| 7D | -9.1% | -2.6% | -6.6% | -8.7% |
| 30D | -7.0% | +1.1% | -8.1% | -7.1% |
| 3M | +7.6% | -23.6% | +31.3% | +10.6% |
| 6M | +2.1% | -29.9% | +32.1% | +5.9% |
| YTD | -31.6% | -26.9% | -4.7% | -29.6% |
| 1Y | -29.9% | -34.2% | +4.3% | -27.0% |
| 3Y | -51.3% | -43.6% | -7.6% | -48.4% |
| 5Y | -44.8% | -42.4% | -2.4% | -42.8% |
| All | -44.8% | -44.9% | +0.1% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling