+244.5%
RF vs ACI
+33.9%
+210.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | +0.4% | -0.5% | +0.8% | +0.4% |
| 30D | +5.6% | +4.9% | +0.7% | +5.0% |
| 3M | -8.9% | +11.1% | -20.0% | -9.9% |
| 6M | +7.1% | -14.9% | +22.0% | +8.2% |
| YTD | +8.3% | -19.6% | +27.9% | +9.8% |
| 1Y | +16.8% | -22.7% | +39.5% | +18.9% |
| 3Y | +115.0% | -31.2% | +146.3% | +120.4% |
| 5Y | +46.4% | -42.3% | +88.7% | +50.5% |
| All | +244.5% | +33.9% | +210.7% | +270.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling