+833.2%
MOD vs ACI
-41.9%
+875.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +16.1% | -0.5% | +16.5% | +16.1% |
| 30D | -38.5% | +4.9% | -43.4% | -38.8% |
| 3M | -46.8% | +11.1% | -57.9% | -47.3% |
| 6M | -61.6% | -14.9% | -46.7% | -61.0% |
| YTD | -20.5% | -19.6% | -0.9% | -19.1% |
| 1Y | -28.0% | -22.7% | -5.3% | -26.2% |
| 3Y | +134.9% | -31.2% | +166.2% | +142.4% |
| 5Y | +833.2% | -42.3% | +875.5% | +848.0% |
| All | +833.2% | -41.9% | +875.0% | +848.0% |
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 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