+68.9%
NI vs ACI
-45.1%
+114.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.4% |
| 7D | +1.3% | -5.0% | +6.3% | +1.6% |
| 30D | -0.3% | -2.3% | +2.0% | -0.1% |
| 3M | -9.5% | -23.2% | +13.7% | -7.7% |
| 6M | -10.2% | -29.5% | +19.2% | -7.7% |
| YTD | +1.8% | -28.6% | +30.4% | +4.3% |
| 1Y | +5.7% | -34.0% | +39.7% | +9.4% |
| All | +68.9% | -45.1% | +114.0% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling