+650.3%
NET vs ACI
+39.5%
+610.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -2.7% |
| 7D | -16.4% | +4.5% | -20.8% | -16.5% |
| 30D | -25.8% | +20.9% | -46.7% | -26.6% |
| 3M | -11.5% | +15.2% | -26.8% | -12.2% |
| 6M | +18.9% | -13.3% | +32.2% | +19.5% |
| YTD | +35.2% | -16.2% | +51.4% | +35.8% |
| 1Y | +14.5% | -16.9% | +31.3% | +15.0% |
| 3Y | +313.8% | -30.8% | +344.7% | +320.3% |
| 5Y | +32.6% | -39.4% | +72.0% | +33.3% |
| All | +650.3% | +39.5% | +610.8% | +594.4% |
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 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