+83.0%
PL vs ACI
+4.1%
+79.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.2% |
| 7D | -9.3% | +0.2% | -9.5% | -9.3% |
| 30D | -18.9% | +5.9% | -24.8% | -19.4% |
| 3M | -58.4% | -19.8% | -38.6% | -57.7% |
| 6M | -30.3% | -24.7% | -5.6% | -28.7% |
| YTD | -8.1% | -24.4% | +16.3% | -6.3% |
| 1Y | +180.5% | -31.5% | +212.0% | +190.0% |
| 3Y | +444.1% | -38.7% | +482.8% | +465.7% |
| 5Y | +83.0% | -42.8% | +125.8% | +87.4% |
| All | +83.0% | +4.1% | +79.0% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling