+8.5%
NI vs ACI
-18.4%
+26.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +1.4% |
| 7D | +3.9% | +4.5% | -0.6% | +3.8% |
| 30D | +15.3% | +20.9% | -5.6% | +14.8% |
| 3M | +2.4% | +15.2% | -12.9% | +2.1% |
| 6M | -4.5% | -13.3% | +8.8% | -3.3% |
| YTD | +11.4% | -16.2% | +27.6% | +12.8% |
| 1Y | +8.5% | -16.9% | +25.4% | +9.5% |
| All | +8.5% | -18.4% | +26.9% | +9.5% |
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