+17.5%
P vs ACI
-18.4%
+36.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +3.5% | -8.5% | -3.9% |
| 7D | -19.4% | +4.5% | -23.8% | -18.0% |
| 30D | -22.3% | +20.9% | -43.2% | -18.3% |
| 3M | +33.2% | +15.2% | +17.9% | +38.6% |
| 6M | +53.6% | -13.3% | +67.0% | +47.6% |
| YTD | +66.8% | -16.2% | +83.0% | +56.5% |
| 1Y | +17.5% | -16.9% | +34.4% | +9.2% |
| All | +17.5% | -18.4% | +36.0% | +9.2% |
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