+46.0%
ON vs ACI
-35.6%
+81.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | -0.5% |
| 7D | -1.9% | -5.0% | +3.2% | -2.6% |
| 30D | -11.0% | -2.3% | -8.7% | -11.2% |
| 3M | -39.3% | -23.2% | -16.1% | -41.0% |
| 6M | +19.8% | -29.5% | +49.3% | +15.0% |
| YTD | +31.1% | -28.6% | +59.7% | +26.5% |
| 1Y | +46.0% | -34.0% | +80.0% | +40.6% |
| All | +46.0% | -35.6% | +81.6% | +40.6% |
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