+15.0%
PL vs ACI
-23.0%
+38.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.2% |
| 7D | +13.4% | -5.3% | +18.7% | +12.3% |
| 30D | -10.2% | +5.0% | -15.2% | -9.3% |
| 3M | -39.5% | +7.5% | -47.0% | -38.6% |
| 6M | -65.7% | -16.0% | -49.7% | -65.9% |
| YTD | -27.3% | -20.6% | -6.6% | -26.9% |
| 1Y | +15.0% | -23.5% | +38.5% | +12.4% |
| All | +15.0% | -23.0% | +38.0% | +12.4% |
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 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