+75.1%
SAP vs ACI
-35.7%
+110.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -3.6% |
| 7D | -0.7% | -2.2% | +1.5% | -0.3% |
| 30D | +11.1% | +10.3% | +0.8% | +9.4% |
| 3M | +17.0% | +7.2% | +9.8% | +15.7% |
| 6M | +34.8% | -18.0% | +52.8% | +36.8% |
| YTD | -2.2% | -22.0% | +19.8% | -0.5% |
| 1Y | -6.4% | -23.4% | +16.9% | -4.6% |
| 3Y | +75.1% | -35.8% | +111.0% | +80.8% |
| All | +75.1% | -35.7% | +110.8% | +80.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling