+62.6%
NDAQ vs ACI
-43.3%
+106.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.7% |
| 7D | +0.8% | -2.2% | +3.1% | +1.1% |
| 30D | +16.5% | +10.3% | +6.2% | +15.1% |
| 3M | +13.5% | +7.2% | +6.3% | +12.4% |
| 6M | +20.9% | -18.0% | +38.9% | +23.2% |
| YTD | +11.4% | -22.0% | +33.4% | +13.8% |
| 1Y | +25.9% | -23.4% | +49.3% | +29.0% |
| 3Y | +119.9% | -35.8% | +155.7% | +129.8% |
| All | +62.6% | -43.3% | +106.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling