+29.4%
NDAQ vs ACI
-18.4%
+47.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -1.0% | +2.2% |
| 7D | +3.9% | +4.5% | -0.6% | +3.5% |
| 30D | +19.0% | +20.9% | -1.9% | +17.4% |
| 3M | +17.6% | +15.2% | +2.3% | +16.4% |
| 6M | +21.0% | -13.3% | +34.3% | +20.1% |
| YTD | +14.1% | -16.2% | +30.3% | +13.5% |
| 1Y | +29.4% | -16.9% | +46.3% | +28.0% |
| All | +29.4% | -18.4% | +47.9% | +28.0% |
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 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