+206.1%
NDAQ vs ACI
+32.8%
+173.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +1.3% | +2.3% | -1.0% | +1.0% |
| 30D | +18.0% | +1.2% | +16.7% | +17.8% |
| 3M | +11.5% | +6.8% | +4.7% | +10.7% |
| 6M | +21.1% | -18.7% | +39.8% | +22.9% |
| YTD | +12.8% | -20.2% | +33.0% | +14.5% |
| 1Y | +25.7% | -23.7% | +49.4% | +28.1% |
| 3Y | +116.8% | -31.6% | +148.5% | +122.4% |
| 5Y | +67.3% | -42.8% | +110.0% | +71.7% |
| All | +206.1% | +32.8% | +173.3% | +188.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling