+43.6%
O vs ACI
+32.8%
+10.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -0.4% | +2.3% | -2.6% | -0.6% |
| 30D | +7.1% | +1.2% | +5.9% | +7.0% |
| 3M | -5.2% | +6.8% | -12.0% | -5.9% |
| 6M | -1.8% | -18.7% | +17.0% | -0.3% |
| YTD | +9.1% | -20.2% | +29.3% | +10.7% |
| 1Y | +9.7% | -23.7% | +33.4% | +11.8% |
| 3Y | +39.1% | -31.6% | +70.8% | +42.9% |
| 5Y | +8.4% | -42.8% | +51.1% | +11.3% |
| All | +43.6% | +32.8% | +10.8% | +51.3% |
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 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