+267.6%
RF vs ACI
+25.9%
+241.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | +1.3% | +0.2% | +1.2% | +1.3% |
| 30D | -3.6% | +5.9% | -9.5% | -4.2% |
| 3M | +8.1% | -19.8% | +27.9% | +10.0% |
| 6M | +11.5% | -24.7% | +36.2% | +14.0% |
| YTD | +15.6% | -24.4% | +40.0% | +17.9% |
| 1Y | +15.7% | -31.5% | +47.2% | +19.2% |
| 3Y | +86.9% | -38.7% | +125.6% | +94.0% |
| 5Y | +89.8% | -42.8% | +132.6% | +95.4% |
| All | +267.6% | +25.9% | +241.7% | +297.8% |
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 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