+73.9%
SAP vs ACI
+25.9%
+48.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | +9.0% | +5.9% | +3.1% | +8.2% |
| 3M | +14.9% | -19.8% | +34.7% | +17.3% |
| 6M | +11.9% | -24.7% | +36.6% | +14.9% |
| YTD | -9.9% | -24.4% | +14.5% | -7.7% |
| 1Y | -19.5% | -31.5% | +12.0% | -16.8% |
| 3Y | +61.8% | -38.7% | +100.5% | +68.6% |
| 5Y | +56.2% | -42.8% | +99.0% | +61.5% |
| All | +73.9% | +25.9% | +48.0% | +61.6% |
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