+32.8%
NET vs ACI
-32.3%
+65.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -2.0% |
| 7D | -7.0% | +0.2% | -7.1% | -7.0% |
| 30D | -4.8% | +5.9% | -10.7% | -4.3% |
| 3M | +3.8% | -19.8% | +23.6% | -0.5% |
| 6M | +50.0% | -24.7% | +74.8% | +41.2% |
| YTD | +41.5% | -24.4% | +65.9% | +34.2% |
| 1Y | +32.8% | -31.5% | +64.3% | +20.3% |
| All | +32.8% | -32.3% | +65.2% | +20.3% |
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