+271.8%
ON vs ACI
+18.9%
+252.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | -1.9% | -5.0% | +3.2% | -1.6% |
| 30D | -11.0% | -2.3% | -8.7% | -11.0% |
| 3M | -39.3% | -23.2% | -16.1% | -38.6% |
| 6M | +19.8% | -29.5% | +49.3% | +21.8% |
| YTD | +31.1% | -28.6% | +59.7% | +32.9% |
| 1Y | +46.0% | -34.0% | +80.0% | +49.1% |
| 3Y | -27.5% | -45.0% | +17.5% | -25.0% |
| 5Y | +56.9% | -44.0% | +100.9% | +59.5% |
| All | +271.8% | +18.9% | +252.9% | +254.3% |
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