-40.5%
SE vs ACI
-33.6%
-6.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.1% |
| 7D | +0.6% | -2.6% | +3.2% | +0.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.1% |
| 3M | +34.1% | -23.6% | +57.8% | +30.9% |
| 6M | +23.2% | -29.9% | +53.2% | +19.0% |
| YTD | -11.2% | -26.9% | +15.7% | -13.4% |
| 1Y | -40.5% | -34.2% | -6.3% | -43.7% |
| All | -40.5% | -33.6% | -6.9% | -43.7% |
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