+70.8%
PAAS vs ACI
-43.3%
+114.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.9% |
| 7D | +8.4% | -2.2% | +10.6% | +8.8% |
| 30D | -7.2% | +10.3% | -17.5% | -8.6% |
| 3M | -14.0% | +7.2% | -21.2% | -15.2% |
| 6M | -26.8% | -18.0% | -8.8% | -24.9% |
| YTD | -19.8% | -22.0% | +2.2% | -17.2% |
| 1Y | +22.8% | -23.4% | +46.2% | +27.3% |
| 3Y | +183.6% | -35.8% | +219.5% | +204.9% |
| All | +70.8% | -43.3% | +114.1% | +79.2% |
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