+3.9%
P vs ACI
-23.4%
+27.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.4% | +6.9% | +2.6% |
| 7D | -23.8% | -2.2% | -21.6% | -24.0% |
| 30D | -36.6% | +10.3% | -46.9% | -34.9% |
| 3M | +10.9% | +7.2% | +3.7% | +13.1% |
| 6M | +30.0% | -18.0% | +48.0% | +23.1% |
| YTD | +44.4% | -22.0% | +66.4% | +32.7% |
| 1Y | +3.9% | -23.4% | +27.3% | -5.8% |
| All | +3.9% | -23.4% | +27.3% | -5.8% |
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