-24.4%
NOW vs ACI
-41.8%
+17.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.5% | +3.4% |
| 7D | -5.6% | -5.3% | -0.2% | -4.7% |
| 30D | -26.8% | +5.0% | -31.8% | -27.2% |
| 3M | -19.4% | +7.5% | -27.0% | -20.3% |
| 6M | +12.3% | -16.0% | +28.3% | +14.2% |
| YTD | -32.9% | -20.6% | -12.3% | -31.4% |
| 1Y | -40.3% | -23.5% | -16.8% | -38.7% |
| 3Y | -19.1% | -32.1% | +13.1% | -16.2% |
| 5Y | -24.4% | -42.5% | +18.1% | -21.7% |
| All | -24.4% | -41.8% | +17.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling