+28.3%
Q vs ACI
-21.6%
+49.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -0.3% |
| 7D | +4.0% | -0.6% | +4.6% | +3.8% |
| 30D | -2.3% | +9.5% | -11.9% | +1.7% |
| 3M | -7.9% | +10.1% | -18.0% | -3.4% |
| 6M | -16.0% | -15.4% | -0.6% | -18.8% |
| YTD | +51.7% | -19.5% | +71.2% | +43.5% |
| 1Y | +28.3% | -21.0% | +49.3% | +21.8% |
| All | +28.3% | -21.6% | +49.9% | +21.8% |
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