+84.4%
MSCI vs ACI
+25.9%
+58.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +0.6% | +5.9% | -5.3% | -0.1% |
| 3M | -7.1% | -19.8% | +12.7% | -5.2% |
| 6M | +0.8% | -24.7% | +25.6% | +3.5% |
| YTD | +1.0% | -24.4% | +25.4% | +3.5% |
| 1Y | +4.3% | -31.5% | +35.8% | +7.9% |
| 3Y | +9.9% | -38.7% | +48.6% | +14.5% |
| 5Y | -6.8% | -42.8% | +36.0% | -3.6% |
| All | +84.4% | +25.9% | +58.5% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling