+58.5%
ON vs ACI
-44.9%
+103.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.2% | -4.3% |
| 7D | -2.2% | -2.6% | +0.4% | -2.0% |
| 30D | -12.4% | +1.1% | -13.5% | -12.5% |
| 3M | -41.2% | -23.6% | -17.6% | -40.2% |
| 6M | +25.0% | -29.9% | +54.9% | +28.0% |
| YTD | +31.3% | -26.9% | +58.1% | +33.5% |
| 1Y | +45.4% | -34.2% | +79.7% | +50.0% |
| 3Y | -27.4% | -43.6% | +16.2% | -23.8% |
| 5Y | +58.5% | -42.4% | +100.9% | +57.9% |
| All | +58.5% | -44.9% | +103.4% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling