+58.2%
IT vs ACI
+25.9%
+32.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.6% |
| 7D | -6.0% | +0.2% | -6.2% | -6.1% |
| 30D | 0.0% | +5.9% | -5.9% | -0.6% |
| 3M | +13.1% | -19.8% | +32.8% | +14.8% |
| 6M | +11.7% | -24.7% | +36.4% | +13.9% |
| YTD | -26.1% | -24.4% | -1.7% | -24.8% |
| 1Y | -21.3% | -31.5% | +10.2% | -19.2% |
| 3Y | -46.7% | -38.7% | -8.1% | -45.0% |
| 5Y | -40.5% | -42.8% | +2.3% | -39.0% |
| All | +58.2% | +25.9% | +32.3% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling