+202.3%
NDAQ vs ACI
+29.9%
+172.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.6% |
| 7D | +0.8% | -2.2% | +3.1% | +1.1% |
| 30D | +16.5% | +10.3% | +6.2% | +15.4% |
| 3M | +13.5% | +7.2% | +6.3% | +12.7% |
| 6M | +20.9% | -18.0% | +38.9% | +22.7% |
| YTD | +11.4% | -22.0% | +33.4% | +13.3% |
| 1Y | +25.9% | -23.4% | +49.3% | +28.3% |
| 3Y | +119.9% | -35.8% | +155.7% | +127.0% |
| 5Y | +61.7% | -43.7% | +105.4% | +66.4% |
| All | +202.3% | +29.9% | +172.4% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling