+9.1%
MSCI vs ACI
-41.8%
+50.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.9% | -5.3% | +3.4% | -1.0% |
| 30D | +16.5% | +5.0% | +11.4% | +15.6% |
| 3M | +18.2% | +7.5% | +10.7% | +16.7% |
| 6M | +14.0% | -16.0% | +30.0% | +16.1% |
| YTD | +16.6% | -20.6% | +37.2% | +19.6% |
| 1Y | +14.8% | -23.5% | +38.4% | +18.4% |
| 3Y | +33.3% | -32.1% | +65.4% | +38.5% |
| 5Y | +9.1% | -42.5% | +51.6% | +11.9% |
| All | +9.1% | -41.8% | +50.9% | +11.9% |
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