+26.8%
PL vs ACI
+7.4%
+19.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.4% | +13.8% | +10.6% |
| 7D | -6.8% | -2.2% | -4.6% | -6.8% |
| 30D | -29.3% | +10.3% | -39.6% | -30.0% |
| 3M | -44.8% | +7.2% | -52.0% | -45.2% |
| 6M | -68.4% | -18.0% | -50.4% | -68.0% |
| YTD | -36.4% | -22.0% | -14.4% | -35.4% |
| 1Y | +0.7% | -23.4% | +24.1% | +2.5% |
| 3Y | +455.3% | -35.8% | +491.1% | +474.3% |
| 5Y | +22.7% | -43.7% | +66.3% | +25.1% |
| All | +26.8% | +7.4% | +19.4% | +28.6% |
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