+26.6%
MAR vs ACI
-35.6%
+62.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +0.9% |
| 7D | -0.5% | -5.0% | +4.6% | -0.2% |
| 30D | -4.7% | -2.3% | -2.4% | -4.5% |
| 3M | -15.6% | -23.2% | +7.6% | -14.7% |
| 6M | +1.2% | -29.5% | +30.7% | +2.2% |
| YTD | +7.5% | -28.6% | +36.1% | +7.7% |
| 1Y | +26.6% | -34.0% | +60.7% | +24.4% |
| All | +26.6% | -35.6% | +62.2% | +24.4% |
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