+240.0%
SPOT vs ACI
-43.5%
+283.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -2.5% |
| 7D | -2.9% | -2.6% | -0.3% | -2.8% |
| 30D | +8.3% | +1.1% | +7.2% | +8.3% |
| 3M | +5.1% | -23.6% | +28.7% | +4.9% |
| 6M | -6.5% | -29.9% | +23.5% | -6.6% |
| YTD | -9.0% | -26.9% | +17.9% | -9.4% |
| 1Y | -26.4% | -34.2% | +7.8% | -25.7% |
| 3Y | +240.0% | -43.6% | +283.7% | +249.8% |
| All | +240.0% | -43.5% | +283.5% | +249.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling