+180.9%
P vs ACI
-31.6%
+212.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.5% |
| 7D | -13.3% | -0.6% | -12.7% | -13.4% |
| 30D | -34.0% | +9.5% | -43.5% | -32.8% |
| 3M | +4.1% | +10.1% | -6.0% | +6.0% |
| 6M | +30.5% | -15.4% | +45.9% | +28.4% |
| YTD | +52.2% | -19.5% | +71.7% | +48.7% |
| 1Y | +10.3% | -21.0% | +31.3% | +7.6% |
| 3Y | +180.9% | -31.2% | +212.1% | +175.7% |
| All | +180.9% | -31.6% | +212.5% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling