+8.4%
LOW vs ACI
-44.9%
+53.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.3% |
| 7D | +0.4% | -2.6% | +2.9% | +0.8% |
| 30D | -10.1% | +1.1% | -11.2% | -10.3% |
| 3M | -2.9% | -23.6% | +20.8% | +0.7% |
| 6M | -19.4% | -29.9% | +10.5% | -15.5% |
| YTD | -15.4% | -26.9% | +11.4% | -12.0% |
| 1Y | -24.9% | -34.2% | +9.3% | -20.7% |
| 3Y | -7.8% | -43.6% | +35.8% | -0.6% |
| 5Y | +8.4% | -42.4% | +50.8% | +13.7% |
| All | +8.4% | -44.9% | +53.3% | +13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling