+60.2%
PAAS vs ACI
+29.9%
+30.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.7% |
| 7D | +8.4% | -2.2% | +10.6% | +8.6% |
| 30D | -7.2% | +10.3% | -17.5% | -8.0% |
| 3M | -14.0% | +7.2% | -21.2% | -14.7% |
| 6M | -26.8% | -18.0% | -8.8% | -25.7% |
| YTD | -19.8% | -22.0% | +2.2% | -18.3% |
| 1Y | +22.8% | -23.4% | +46.2% | +25.3% |
| 3Y | +183.6% | -35.8% | +219.5% | +194.6% |
| 5Y | +73.8% | -43.7% | +117.5% | +78.9% |
| All | +60.2% | +29.9% | +30.3% | +63.1% |
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