+45.3%
O vs ACI
+31.1%
+14.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | +3.3% | -5.9% | +9.2% | +3.9% |
| 30D | +10.3% | +7.2% | +3.1% | +9.6% |
| 3M | -3.5% | +8.8% | -12.3% | -4.3% |
| 6M | -1.3% | -17.2% | +15.9% | 0.0% |
| YTD | +10.3% | -21.3% | +31.6% | +12.1% |
| 1Y | +10.4% | -23.7% | +34.1% | +12.5% |
| 3Y | +40.0% | -32.8% | +72.8% | +44.0% |
| 5Y | +12.4% | -41.4% | +53.7% | +15.6% |
| All | +45.3% | +31.1% | +14.1% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling