+25.2%
NDAQ vs ACI
-23.2%
+48.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -0.1% | -5.9% | +5.8% | +0.4% |
| 30D | +15.9% | +7.2% | +8.6% | +15.5% |
| 3M | +15.1% | +8.8% | +6.3% | +14.5% |
| 6M | +22.9% | -17.2% | +40.1% | +22.7% |
| YTD | +12.8% | -21.3% | +34.1% | +12.9% |
| All | +25.2% | -23.2% | +48.4% | +25.2% |
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