+167.3%
NDAQ vs ACI
+21.8%
+145.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -2.6% | -2.6% | 0.0% | -2.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.4% |
| 3M | +9.9% | -23.6% | +33.6% | +12.4% |
| 6M | +8.2% | -29.9% | +38.1% | +11.4% |
| YTD | -1.5% | -26.9% | +25.4% | +0.9% |
| 1Y | +1.3% | -34.2% | +35.6% | +4.8% |
| 3Y | +92.6% | -43.6% | +136.2% | +101.7% |
| 5Y | +53.8% | -42.4% | +96.2% | +58.8% |
| All | +167.3% | +21.8% | +145.5% | +153.9% |
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 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