+96.9%
SPOT vs ACI
+17.4%
+79.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -6.9% | -7.1% | +0.2% | -6.5% |
| 30D | +4.1% | -4.5% | +8.6% | +4.4% |
| 3M | +3.7% | -22.3% | +26.0% | +4.7% |
| 6M | -1.6% | -28.4% | +26.8% | -0.5% |
| YTD | -10.2% | -29.5% | +19.4% | -9.2% |
| 1Y | -25.9% | -34.2% | +8.3% | -24.8% |
| 3Y | +235.6% | -45.7% | +281.2% | +244.1% |
| 5Y | +110.6% | -40.8% | +151.4% | +113.2% |
| All | +96.9% | +17.4% | +79.5% | +85.2% |
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