+32.3%
MSCI vs ACI
-31.6%
+63.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | +2.7% | -0.6% | +3.3% | +2.8% |
| 30D | +16.2% | +9.5% | +6.7% | +14.8% |
| 3M | +17.1% | +10.1% | +7.0% | +15.4% |
| 6M | +13.0% | -15.4% | +28.4% | +14.4% |
| YTD | +15.8% | -19.5% | +35.3% | +17.7% |
| 1Y | +15.5% | -21.0% | +36.5% | +17.5% |
| 3Y | +32.3% | -31.2% | +63.5% | +33.1% |
| All | +32.3% | -31.6% | +63.9% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling