+58.7%
SO vs ACI
-44.9%
+103.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.3% | +4.3% | +1.4% |
| 7D | +1.0% | -2.6% | +3.6% | +1.3% |
| 30D | -3.2% | +1.1% | -4.3% | -3.4% |
| 3M | -1.7% | -23.6% | +21.9% | +1.1% |
| 6M | -7.2% | -29.9% | +22.8% | -3.5% |
| YTD | +4.6% | -26.9% | +31.4% | +7.9% |
| 1Y | +1.2% | -34.2% | +35.5% | +5.9% |
| 3Y | +45.3% | -43.6% | +88.9% | +55.0% |
| 5Y | +58.7% | -42.4% | +101.1% | +65.5% |
| All | +58.7% | -44.9% | +103.6% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling