+46.4%
RF vs ACI
-42.9%
+89.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | +1.9% | +2.3% | -0.3% | +1.6% |
| 30D | +7.3% | +1.2% | +6.1% | +7.1% |
| 3M | -7.9% | +6.8% | -14.7% | -8.8% |
| 6M | +10.5% | -18.7% | +29.2% | +12.8% |
| YTD | +9.6% | -20.2% | +29.9% | +11.7% |
| 1Y | +20.3% | -23.7% | +44.0% | +23.5% |
| 3Y | +119.5% | -31.6% | +151.2% | +127.5% |
| All | +46.4% | -42.9% | +89.3% | +52.3% |
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 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