+70.6%
LOW vs ACI
+21.2%
+49.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -3.7% | -3.7% | 0.0% | -3.2% |
| 30D | -8.9% | +0.6% | -9.4% | -9.0% |
| 3M | -10.4% | -20.3% | +9.9% | -8.2% |
| 6M | -19.4% | -24.7% | +5.3% | -16.9% |
| YTD | -17.1% | -27.2% | +10.1% | -14.2% |
| 1Y | -26.3% | -32.7% | +6.5% | -23.0% |
| 3Y | -9.9% | -43.9% | +34.0% | -4.0% |
| 5Y | +6.1% | -38.9% | +45.0% | +10.9% |
| All | +70.6% | +21.2% | +49.4% | +55.7% |
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 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