+39.5%
PL vs ACI
+9.8%
+29.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.6% |
| 7D | +10.0% | +2.3% | +7.8% | +9.9% |
| 30D | -2.3% | +1.2% | -3.5% | -2.4% |
| 3M | -44.2% | +6.8% | -51.0% | -44.6% |
| 6M | -66.1% | -18.7% | -47.4% | -65.6% |
| YTD | -30.0% | -20.2% | -9.8% | -29.0% |
| 1Y | +21.0% | -23.7% | +44.8% | +23.5% |
| 3Y | +516.5% | -31.6% | +548.2% | +534.5% |
| 5Y | +32.0% | -42.8% | +74.8% | +34.4% |
| All | +39.5% | +9.8% | +29.7% | +41.3% |
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