-63.7%
MOD vs ACI
-13.1%
-50.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.5% | -25.0% | -19.7% |
| 7D | -31.3% | +4.5% | -35.8% | -29.4% |
| 30D | -46.1% | +20.9% | -67.0% | -41.7% |
| 3M | -51.1% | +15.2% | -66.4% | -47.9% |
| All | -63.7% | -13.1% | -50.6% | -64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling