+0.7%
PL vs ACI
-23.4%
+24.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.4% | +13.8% | +9.7% |
| 7D | -6.8% | -2.2% | -4.6% | -7.1% |
| 30D | -29.3% | +10.3% | -39.6% | -28.2% |
| 3M | -44.8% | +7.2% | -52.0% | -44.0% |
| 6M | -68.4% | -18.0% | -50.4% | -68.8% |
| YTD | -36.4% | -22.0% | -14.4% | -36.5% |
| 1Y | +0.7% | -23.4% | +24.1% | -2.0% |
| All | +0.7% | -23.4% | +24.1% | -2.0% |
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