-6.4%
SAP vs ACI
-23.0%
+16.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.5% | +0.4% |
| 7D | -2.5% | -5.3% | +2.8% | -1.5% |
| 30D | +7.5% | +5.0% | +2.4% | +6.5% |
| 3M | +11.6% | +7.5% | +4.1% | +10.1% |
| 6M | +37.6% | -16.0% | +53.6% | +37.7% |
| YTD | -2.0% | -20.6% | +18.7% | -1.8% |
| 1Y | -6.4% | -23.5% | +17.2% | -6.7% |
| All | -6.4% | -23.0% | +16.6% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling