-23.3%
ONON vs ACI
-39.3%
+16.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -3.5% | -5.0% | +1.6% | -2.9% |
| 30D | -30.8% | -2.3% | -28.5% | -30.6% |
| 3M | -29.8% | -23.2% | -6.6% | -28.0% |
| 6M | -34.8% | -29.5% | -5.3% | -32.7% |
| YTD | -42.3% | -28.6% | -13.6% | -40.6% |
| 1Y | -39.5% | -34.0% | -5.5% | -37.2% |
| 3Y | -9.3% | -45.0% | +35.7% | -4.0% |
| All | -23.3% | -39.3% | +16.0% | -24.9% |
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