+70.3%
SE vs ACI
-35.7%
+106.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.2% |
| 7D | +2.0% | -2.2% | +4.2% | +2.1% |
| 30D | -20.0% | +10.3% | -30.3% | -20.2% |
| 3M | -31.8% | +7.2% | -39.0% | -31.9% |
| 6M | -15.9% | -18.0% | +2.1% | -16.2% |
| YTD | -40.6% | -22.0% | -18.6% | -40.9% |
| 1Y | -50.7% | -23.4% | -27.3% | -50.8% |
| 3Y | +70.3% | -35.8% | +106.1% | +67.4% |
| All | +70.3% | -35.7% | +106.0% | +67.4% |
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