-50.5%
SE vs ACI
-21.6%
-28.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -1.5% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | -19.4% | +9.5% | -28.9% | -19.4% |
| 3M | -33.1% | +10.1% | -43.2% | -33.1% |
| 6M | -11.4% | -15.4% | +3.9% | -13.7% |
| YTD | -39.8% | -19.5% | -20.3% | -41.0% |
| 1Y | -50.5% | -21.0% | -29.5% | -51.7% |
| All | -50.5% | -21.6% | -28.9% | -51.7% |
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