+100.9%
NI vs ACI
-31.8%
+132.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.7% |
| 7D | +0.6% | -5.3% | +5.9% | +0.9% |
| 30D | +11.2% | +5.0% | +6.2% | +10.9% |
| 3M | +9.2% | +7.5% | +1.6% | +8.6% |
| 6M | -1.8% | -16.0% | +14.2% | -0.6% |
| YTD | +12.0% | -20.6% | +32.6% | +13.9% |
| 1Y | +6.4% | -23.5% | +30.0% | +8.7% |
| All | +100.9% | -31.8% | +132.7% | +108.4% |
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 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