+43.7%
RF vs ACI
-41.7%
+85.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -1.7% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | +5.0% | +16.8% | -11.7% | +2.9% |
| 3M | -10.0% | +13.1% | -23.1% | -11.5% |
| 6M | +3.3% | -15.6% | +19.0% | +4.9% |
| YTD | +7.9% | -19.2% | +27.2% | +9.8% |
| 1Y | +21.2% | -20.7% | +41.9% | +23.7% |
| 3Y | +105.8% | -33.4% | +139.2% | +114.1% |
| 5Y | +43.7% | -41.7% | +85.4% | +48.9% |
| All | +43.7% | -41.7% | +85.5% | +48.9% |
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