-6.1%
PATH vs ACI
-38.5%
+32.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.6% |
| 7D | -16.3% | +0.2% | -16.5% | -16.3% |
| 30D | +9.9% | +5.9% | +4.0% | +9.2% |
| 3M | +30.2% | -19.8% | +49.9% | +30.6% |
| 6M | +37.2% | -24.7% | +62.0% | +38.0% |
| YTD | -7.3% | -24.4% | +17.1% | -6.7% |
| 1Y | +40.0% | -31.5% | +71.5% | +42.7% |
| All | -6.1% | -38.5% | +32.4% | +2.0% |
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