+132.5%
SO vs ACI
+31.1%
+101.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -1.1% | -5.9% | +4.8% | -0.6% |
| 30D | +8.6% | +7.2% | +1.4% | +7.9% |
| 3M | +1.8% | +8.8% | -7.0% | +0.9% |
| 6M | +3.6% | -17.2% | +20.8% | +4.9% |
| YTD | +9.9% | -21.3% | +31.2% | +11.7% |
| 1Y | +5.7% | -23.7% | +29.5% | +7.7% |
| 3Y | +52.5% | -32.8% | +85.3% | +56.8% |
| 5Y | +77.3% | -41.4% | +118.7% | +81.8% |
| All | +132.5% | +31.1% | +101.4% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling