+98.4%
LOW vs ACI
+33.9%
+64.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | +0.1% | -0.5% | +0.5% | +0.2% |
| 30D | +21.3% | +4.9% | +16.4% | +20.5% |
| 3M | +6.0% | +11.1% | -5.1% | +4.4% |
| 6M | +2.6% | -14.9% | +17.5% | +4.1% |
| YTD | -3.6% | -19.6% | +16.0% | -1.6% |
| 1Y | -1.0% | -22.7% | +21.8% | +1.6% |
| 3Y | +24.2% | -31.2% | +55.4% | +28.6% |
| 5Y | +6.3% | -42.3% | +48.7% | +11.0% |
| All | +98.4% | +33.9% | +64.5% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling