+98.6%
LOW vs ACI
+32.8%
+65.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | +21.7% | +1.2% | +20.5% | +21.5% |
| 3M | +5.0% | +6.8% | -1.8% | +4.0% |
| 6M | +4.6% | -18.7% | +23.3% | +6.8% |
| YTD | -3.5% | -20.2% | +16.7% | -1.4% |
| 1Y | +0.5% | -23.7% | +24.3% | +3.3% |
| 3Y | +24.8% | -31.6% | +56.4% | +29.3% |
| 5Y | +6.5% | -42.8% | +49.2% | +11.3% |
| All | +98.6% | +32.8% | +65.8% | +79.0% |
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