+23.7%
PL vs ACI
-39.5%
+63.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.5% | -9.9% | -6.6% |
| 7D | -11.7% | +4.5% | -16.2% | -12.1% |
| 30D | -27.1% | +20.9% | -48.0% | -28.6% |
| 3M | -44.6% | +15.2% | -59.8% | -45.5% |
| 6M | -67.2% | -13.3% | -53.9% | -66.8% |
| YTD | -35.9% | -16.2% | -19.7% | -34.9% |
| 1Y | -0.4% | -16.9% | +16.5% | +1.2% |
| 3Y | +454.8% | -30.8% | +485.7% | +477.5% |
| All | +23.7% | -39.5% | +63.2% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling