+6.8%
NOW vs ACI
-42.9%
+49.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | +0.2% | -2.5% | -2.4% |
| 30D | +20.5% | +5.9% | +14.6% | +19.5% |
| 3M | +18.3% | -19.8% | +38.1% | +20.9% |
| 6M | +24.1% | -24.7% | +48.8% | +27.7% |
| YTD | -7.8% | -24.4% | +16.6% | -5.3% |
| 1Y | -21.4% | -31.5% | +10.1% | -18.4% |
| 3Y | +19.5% | -38.7% | +58.2% | +25.2% |
| All | +6.8% | -42.9% | +49.8% | +8.3% |
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