+1,530.3%
MOD vs ACI
-42.9%
+1,573.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.3% |
| 7D | +9.6% | +0.2% | +9.4% | +9.6% |
| 30D | 0.0% | +5.9% | -5.9% | -0.5% |
| 3M | -35.4% | -19.8% | -15.6% | -34.0% |
| 6M | -7.3% | -24.7% | +17.5% | -4.9% |
| YTD | +45.8% | -24.4% | +70.2% | +49.3% |
| 1Y | +43.1% | -31.5% | +74.6% | +49.1% |
| 3Y | +297.7% | -38.7% | +336.4% | +319.1% |
| All | +1,530.3% | -42.9% | +1,573.3% | +1,579.3% |
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