+67.6%
SPY vs ACI
-43.3%
+111.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.6% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | -5.4% | +10.3% | -15.7% | -6.2% |
| 3M | -4.1% | +7.2% | -11.3% | -4.8% |
| 6M | +0.7% | -18.0% | +18.7% | +2.1% |
| YTD | +8.7% | -22.0% | +30.7% | +10.4% |
| 1Y | +10.9% | -23.4% | +34.2% | +12.9% |
| 3Y | +75.0% | -35.8% | +110.8% | +81.3% |
| All | +67.6% | -43.3% | +111.0% | +71.7% |
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