+99.8%
PAAS vs ACI
+25.9%
+73.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +6.8% | +5.9% | +0.9% | +6.2% |
| 3M | -2.9% | -19.8% | +16.9% | -1.2% |
| 6M | -16.4% | -24.7% | +8.3% | -14.6% |
| YTD | 0.0% | -24.4% | +24.4% | +2.2% |
| 1Y | +54.3% | -31.5% | +85.8% | +59.4% |
| 3Y | +230.7% | -38.7% | +269.4% | +245.2% |
| 5Y | +111.6% | -42.8% | +154.4% | +119.1% |
| All | +99.8% | +25.9% | +73.9% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling