+132.7%
SO vs ACI
+34.0%
+98.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.1% |
| 7D | -0.1% | -0.6% | +0.5% | -0.1% |
| 30D | +8.7% | +9.5% | -0.9% | +7.8% |
| 3M | +3.4% | +10.1% | -6.7% | +2.4% |
| 6M | +3.7% | -15.4% | +19.1% | +4.8% |
| YTD | +10.0% | -19.5% | +29.6% | +11.6% |
| 1Y | +6.6% | -21.0% | +27.6% | +8.3% |
| 3Y | +52.5% | -31.2% | +83.7% | +56.5% |
| 5Y | +76.1% | -40.6% | +116.6% | +80.2% |
| All | +132.7% | +34.0% | +98.7% | +135.4% |
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 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