+47.6%
ON vs ACI
-18.4%
+66.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -1.1% |
| 7D | -5.8% | +4.5% | -10.3% | -4.8% |
| 30D | -17.1% | +20.9% | -38.0% | -13.9% |
| 3M | -11.8% | +15.2% | -27.1% | -9.0% |
| 6M | -30.2% | -13.3% | -16.9% | -31.2% |
| YTD | +31.6% | -16.2% | +47.8% | +31.1% |
| 1Y | +47.6% | -16.9% | +64.4% | +48.4% |
| All | +47.6% | -18.4% | +66.0% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling