+840.7%
LLY vs ACI
+34.0%
+806.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.7% | +1.3% |
| 7D | +1.6% | -0.6% | +2.2% | +1.7% |
| 30D | +21.5% | +9.5% | +11.9% | +20.5% |
| 3M | +16.4% | +10.1% | +6.3% | +15.4% |
| 6M | +51.5% | -15.4% | +66.9% | +52.9% |
| YTD | +33.9% | -19.5% | +53.5% | +35.7% |
| 1Y | +49.1% | -21.0% | +70.1% | +51.3% |
| 3Y | +144.6% | -31.2% | +175.8% | +150.5% |
| 5Y | +466.3% | -40.6% | +506.9% | +483.0% |
| All | +840.7% | +34.0% | +806.8% | +798.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling