+45.3%
O vs ACI
+34.0%
+11.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | +3.5% | -0.6% | +4.2% | +3.6% |
| 30D | +10.4% | +9.5% | +0.9% | +9.4% |
| 3M | -2.4% | +10.1% | -12.5% | -3.4% |
| 6M | -1.2% | -15.4% | +14.2% | -0.1% |
| YTD | +10.4% | -19.5% | +30.0% | +12.0% |
| 1Y | +11.4% | -21.0% | +32.4% | +13.2% |
| 3Y | +40.4% | -31.2% | +71.6% | +44.1% |
| 5Y | +12.1% | -40.6% | +52.7% | +15.1% |
| All | +45.3% | +34.0% | +11.4% | +53.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling