+38.1%
O vs ACI
-35.7%
+73.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.4% |
| 7D | +3.7% | -2.2% | +5.9% | +4.0% |
| 30D | +11.2% | +10.3% | +0.9% | +9.9% |
| 3M | -4.0% | +7.2% | -11.2% | -4.8% |
| 6M | -5.2% | -18.0% | +12.8% | -3.4% |
| YTD | +9.5% | -22.0% | +31.5% | +12.1% |
| 1Y | +10.6% | -23.4% | +34.0% | +13.6% |
| 3Y | +38.1% | -35.8% | +73.9% | +48.9% |
| All | +38.1% | -35.7% | +73.8% | +48.9% |
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