+180.5%
PL vs ACI
-32.3%
+212.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.3% |
| 7D | -9.3% | +0.2% | -9.5% | -9.3% |
| 30D | -18.9% | +5.9% | -24.8% | -18.5% |
| 3M | -58.4% | -19.8% | -38.6% | -58.9% |
| 6M | -30.3% | -24.7% | -5.6% | -30.7% |
| YTD | -8.1% | -24.4% | +16.3% | -8.6% |
| 1Y | +180.5% | -31.5% | +212.0% | +346.5% |
| All | +180.5% | -32.3% | +212.8% | +346.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling