+426.8%
SU vs ACI
+21.8%
+405.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.1% |
| 7D | -1.0% | -2.6% | +1.6% | -0.8% |
| 30D | +13.7% | +1.1% | +12.6% | +13.6% |
| 3M | +8.0% | -23.6% | +31.7% | +10.3% |
| 6M | +21.0% | -29.9% | +51.0% | +24.5% |
| YTD | +56.2% | -26.9% | +83.1% | +59.9% |
| 1Y | +72.2% | -34.2% | +106.5% | +78.0% |
| 3Y | +118.1% | -43.6% | +161.7% | +128.6% |
| 5Y | +350.3% | -42.4% | +392.7% | +364.2% |
| All | +426.8% | +21.8% | +405.0% | +456.9% |
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