-48.0%
SE vs ACI
-23.0%
-25.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.6% |
| 7D | -7.7% | -5.3% | -2.4% | -7.7% |
| 30D | -22.8% | +5.0% | -27.9% | -22.9% |
| 3M | -43.7% | +7.5% | -51.3% | -43.8% |
| 6M | -12.8% | -16.0% | +3.2% | -14.7% |
| YTD | -42.0% | -20.6% | -21.4% | -42.8% |
| 1Y | -48.0% | -23.5% | -24.5% | -47.7% |
| All | -48.0% | -23.0% | -25.0% | -47.7% |
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