+7.7%
SE vs ACI
+21.8%
-14.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.2% |
| 7D | +0.6% | -2.6% | +3.2% | +0.7% |
| 30D | -0.1% | +1.1% | -1.2% | -0.1% |
| 3M | +34.1% | -23.6% | +57.8% | +34.6% |
| 6M | +23.2% | -29.9% | +53.2% | +23.8% |
| YTD | -11.2% | -26.9% | +15.7% | -10.8% |
| 1Y | -40.5% | -34.2% | -6.3% | -40.1% |
| 3Y | +196.3% | -43.6% | +239.9% | +198.6% |
| 5Y | -67.0% | -42.4% | -24.6% | -66.8% |
| All | +7.7% | +21.8% | -14.1% | -5.8% |
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 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