+48.1%
PAAS vs ACI
-42.9%
+91.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -8.9% | +2.3% | -11.2% | -9.2% |
| 30D | -11.4% | +1.2% | -12.7% | -11.7% |
| 3M | -20.4% | +6.8% | -27.2% | -21.4% |
| 6M | -40.7% | -18.7% | -22.0% | -39.0% |
| YTD | -26.9% | -20.2% | -6.7% | -24.9% |
| 1Y | -3.1% | -23.7% | +20.7% | +0.7% |
| 3Y | +199.3% | -31.6% | +230.9% | +217.2% |
| All | +48.1% | -42.9% | +91.0% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling