+129.4%
SO vs ACI
+29.9%
+99.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.8% |
| 7D | -1.5% | -2.2% | +0.8% | -1.3% |
| 30D | +8.1% | +10.3% | -2.2% | +7.1% |
| 3M | +0.2% | +7.2% | -7.0% | -0.5% |
| 6M | +0.4% | -18.0% | +18.4% | +1.7% |
| YTD | +8.5% | -22.0% | +30.5% | +10.3% |
| 1Y | +4.9% | -23.4% | +28.3% | +6.9% |
| 3Y | +47.9% | -35.8% | +83.7% | +52.7% |
| 5Y | +75.7% | -43.7% | +119.4% | +80.4% |
| All | +129.4% | +29.9% | +99.5% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling