-20.4%
SAP vs ACI
-33.6%
+13.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.2% |
| 7D | -0.3% | -2.6% | +2.3% | +0.1% |
| 30D | +2.6% | +1.1% | +1.5% | +2.4% |
| 3M | +16.3% | -23.6% | +39.9% | +18.1% |
| 6M | +6.4% | -29.9% | +36.3% | +8.6% |
| YTD | -11.4% | -26.9% | +15.4% | -9.8% |
| 1Y | -20.4% | -34.2% | +13.8% | -15.9% |
| All | -20.4% | -33.6% | +13.2% | -15.9% |
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 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