-24.0%
LOW vs ACI
-33.8%
+9.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.8% |
| 7D | -0.6% | -5.0% | +4.4% | +0.1% |
| 30D | -9.3% | -2.3% | -7.0% | -9.0% |
| 3M | -8.1% | -23.2% | +15.1% | -5.2% |
| 6M | -19.8% | -29.5% | +9.7% | -16.3% |
| YTD | -16.4% | -28.6% | +12.2% | -13.1% |
| All | -24.0% | -33.8% | +9.8% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling