+53.5%
T vs ACI
+34.0%
+19.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | +0.4% |
| 7D | +2.6% | -0.6% | +3.2% | +2.6% |
| 30D | -1.1% | +9.5% | -10.6% | -2.1% |
| 3M | -7.7% | +10.1% | -17.8% | -8.8% |
| 6M | -10.6% | -15.4% | +4.8% | -9.6% |
| YTD | -7.5% | -19.5% | +12.1% | -5.9% |
| 1Y | -7.4% | -21.0% | +13.6% | -5.7% |
| 3Y | +63.1% | -31.2% | +94.3% | +67.7% |
| 5Y | +55.2% | -40.6% | +95.8% | +59.6% |
| All | +53.5% | +34.0% | +19.6% | +59.9% |
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 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