+264.6%
ON vs ACI
+34.0%
+230.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | +0.6% |
| 7D | -4.1% | -0.6% | -3.5% | -4.1% |
| 30D | -10.2% | +9.5% | -19.8% | -10.5% |
| 3M | -12.7% | +10.1% | -22.8% | -13.1% |
| 6M | -32.5% | -15.4% | -17.2% | -32.0% |
| YTD | +28.6% | -19.5% | +48.1% | +29.7% |
| 1Y | +43.4% | -21.0% | +64.4% | +44.9% |
| 3Y | +3.3% | -31.2% | +34.5% | +5.2% |
| 5Y | +22.5% | -40.6% | +63.1% | +24.5% |
| All | +264.6% | +34.0% | +230.7% | +245.7% |
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