-18.8%
PATH vs ACI
-30.9%
+12.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.5% |
| 7D | -4.8% | +4.5% | -9.3% | -5.3% |
| 30D | +2.7% | +20.9% | -18.2% | +0.3% |
| 3M | -4.2% | +15.2% | -19.4% | -5.8% |
| 6M | +24.7% | -13.3% | +38.1% | +23.3% |
| YTD | -17.6% | -16.2% | -1.4% | -18.4% |
| 1Y | -5.3% | -16.9% | +11.5% | -6.3% |
| All | -18.8% | -30.9% | +12.1% | -15.4% |
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