+11.7%
PL vs ACI
-22.6%
+34.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -2.8% |
| 7D | +22.3% | -0.5% | +22.7% | +22.2% |
| 30D | -8.3% | +4.9% | -13.2% | -7.4% |
| 3M | -43.3% | +11.1% | -54.4% | -42.2% |
| 6M | -65.8% | -14.9% | -50.9% | -65.9% |
| YTD | -29.5% | -19.6% | -9.9% | -28.9% |
| 1Y | +11.7% | -22.7% | +34.5% | +17.4% |
| All | +11.7% | -22.6% | +34.4% | +17.4% |
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