+89.9%
SAP vs ACI
+32.8%
+57.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | +0.6% | +2.3% | -1.6% | +0.3% |
| 30D | +6.5% | +1.2% | +5.3% | +6.3% |
| 3M | +12.2% | +6.8% | +5.4% | +11.2% |
| 6M | +46.1% | -18.7% | +64.8% | +48.5% |
| YTD | -1.6% | -20.2% | +18.6% | 0.0% |
| 1Y | -5.1% | -23.7% | +18.6% | -3.1% |
| 3Y | +68.4% | -31.6% | +100.0% | +73.1% |
| 5Y | +79.4% | -42.8% | +122.2% | +85.3% |
| All | +89.9% | +32.8% | +57.0% | +75.1% |
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