+88.8%
PEG vs ACI
+18.9%
+69.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.1% |
| 7D | -0.1% | -5.0% | +5.0% | +0.3% |
| 30D | -1.7% | -2.3% | +0.6% | -1.6% |
| 3M | -6.8% | -23.2% | +16.4% | -5.1% |
| 6M | -11.4% | -29.5% | +18.1% | -9.2% |
| YTD | -7.2% | -28.6% | +21.4% | -5.2% |
| 1Y | -6.1% | -34.0% | +27.9% | -3.4% |
| 3Y | +31.8% | -45.0% | +76.7% | +37.3% |
| 5Y | +35.6% | -44.0% | +79.6% | +39.6% |
| All | +88.8% | +18.9% | +69.9% | +90.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling