+44.0%
PAAS vs ACI
-33.6%
+77.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.9% |
| 7D | +2.0% | -2.6% | +4.6% | +1.8% |
| 30D | -0.1% | +1.1% | -1.2% | 0.0% |
| 3M | +8.2% | -23.6% | +31.9% | +6.8% |
| 6M | -13.8% | -29.9% | +16.2% | -14.6% |
| YTD | -0.6% | -26.9% | +26.2% | -1.5% |
| 1Y | +44.0% | -34.2% | +78.2% | +34.3% |
| All | +44.0% | -33.6% | +77.6% | +34.3% |
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