+64.9%
PAAS vs ACI
+31.1%
+33.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.8% |
| 7D | +8.8% | -5.9% | +14.7% | +9.4% |
| 30D | -8.5% | +7.2% | -15.7% | -9.0% |
| 3M | -17.0% | +8.8% | -25.8% | -17.8% |
| 6M | -27.9% | -17.2% | -10.7% | -26.9% |
| YTD | -17.5% | -21.3% | +3.8% | -16.0% |
| 1Y | +22.8% | -23.7% | +46.6% | +25.4% |
| 3Y | +224.2% | -32.8% | +257.1% | +235.3% |
| 5Y | +73.6% | -41.4% | +115.0% | +78.8% |
| All | +64.9% | +31.1% | +33.8% | +67.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling