+262.0%
ON vs ACI
+31.1%
+230.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.9% | +8.2% | +9.1% |
| 7D | -1.4% | -5.9% | +4.5% | -1.2% |
| 30D | -10.9% | +7.2% | -18.1% | -11.1% |
| 3M | -14.9% | +8.8% | -23.7% | -15.2% |
| 6M | -33.0% | -17.2% | -15.9% | -32.4% |
| YTD | +27.6% | -21.3% | +48.9% | +28.9% |
| 1Y | +44.5% | -23.7% | +68.2% | +46.3% |
| 3Y | +7.4% | -32.8% | +40.2% | +9.5% |
| 5Y | +18.7% | -41.4% | +60.1% | +20.7% |
| All | +262.0% | +31.1% | +230.9% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling