+213.9%
PAAS vs ACI
-31.8%
+245.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -5.2% | -5.3% | +0.1% | -4.9% |
| 30D | -13.9% | +5.0% | -19.0% | -14.2% |
| 3M | -23.8% | +7.5% | -31.3% | -24.2% |
| 6M | -36.4% | -16.0% | -20.4% | -35.3% |
| YTD | -23.4% | -20.6% | -2.7% | -21.5% |
| 1Y | +5.6% | -23.5% | +29.2% | +9.1% |
| All | +213.9% | -31.8% | +245.8% | +241.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling