+114.9%
SPOT vs ACI
-42.3%
+157.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.7% | -2.3% |
| 7D | -2.9% | -2.6% | -0.3% | -2.7% |
| 30D | +8.3% | +1.1% | +7.2% | +8.3% |
| 3M | +5.1% | -23.6% | +28.7% | +6.4% |
| 6M | -6.5% | -29.9% | +23.5% | -4.9% |
| YTD | -9.0% | -26.9% | +17.9% | -8.0% |
| 1Y | -26.4% | -34.2% | +7.8% | -24.8% |
| 3Y | +240.0% | -43.6% | +283.7% | +251.0% |
| All | +114.9% | -42.3% | +157.2% | +112.7% |
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 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