+3.4%
NI vs ACI
-32.3%
+35.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.3% | -0.1% |
| 7D | 0.0% | -3.7% | +3.8% | +0.1% |
| 30D | -1.4% | +0.6% | -2.0% | -1.4% |
| 3M | -10.6% | -20.3% | +9.7% | -9.6% |
| 6M | -9.3% | -24.7% | +15.3% | -8.1% |
| YTD | +1.1% | -27.2% | +28.4% | +2.7% |
| 1Y | +3.4% | -32.7% | +36.1% | +5.0% |
| All | +3.4% | -32.3% | +35.7% | +5.0% |
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