+275.1%
P vs ACI
-41.8%
+317.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.4% |
| 7D | -4.7% | -5.3% | +0.6% | -4.8% |
| 30D | -31.4% | +5.0% | -36.5% | -31.4% |
| 3M | -2.6% | +7.5% | -10.2% | -2.6% |
| 6M | +21.9% | -16.0% | +38.0% | +22.3% |
| YTD | +58.9% | -20.6% | +79.6% | +59.2% |
| 1Y | +21.7% | -23.5% | +45.3% | +22.3% |
| 3Y | +193.3% | -32.1% | +225.4% | +194.9% |
| 5Y | +275.1% | -42.5% | +317.6% | +281.0% |
| All | +275.1% | -41.8% | +317.0% | +281.0% |
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