+196.3%
SE vs ACI
-43.5%
+239.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +33.8% |
| 6M | +23.2% | -29.9% | +53.2% | +22.8% |
| YTD | -11.2% | -26.9% | +15.7% | -11.4% |
| 1Y | -40.5% | -34.2% | -6.3% | -40.3% |
| 3Y | +196.3% | -43.6% | +239.9% | +193.2% |
| All | +196.3% | -43.5% | +239.7% | +193.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling