+54.3%
PAAS vs ACI
-32.3%
+86.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +6.8% | +5.9% | +0.9% | +7.2% |
| 3M | -2.9% | -19.8% | +16.9% | -3.7% |
| 6M | -16.4% | -24.7% | +8.3% | -17.2% |
| YTD | 0.0% | -24.4% | +24.4% | -0.5% |
| 1Y | +54.3% | -31.5% | +85.8% | +50.8% |
| All | +54.3% | -32.3% | +86.7% | +50.8% |
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