+16.8%
MSCI vs ACI
-23.3%
+40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +3.0% | +2.3% | +0.7% | +2.5% |
| 30D | +17.8% | +1.2% | +16.6% | +17.5% |
| 3M | +15.2% | +6.8% | +8.4% | +13.7% |
| 6M | +16.5% | -18.7% | +35.2% | +19.4% |
| YTD | +16.4% | -20.2% | +36.6% | +19.7% |
| 1Y | +16.8% | -23.7% | +40.5% | +21.8% |
| All | +16.8% | -23.3% | +40.2% | +21.8% |
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