+52.6%
T vs ACI
+31.1%
+21.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.7% |
| 7D | +1.7% | -5.9% | +7.6% | +2.4% |
| 30D | -1.7% | +7.2% | -8.9% | -2.5% |
| 3M | -7.3% | +8.8% | -16.2% | -8.3% |
| 6M | -11.2% | -17.2% | +6.0% | -9.9% |
| YTD | -8.1% | -21.3% | +13.2% | -6.3% |
| 1Y | -8.0% | -23.7% | +15.7% | -6.0% |
| 3Y | +62.1% | -32.8% | +95.0% | +67.2% |
| 5Y | +55.7% | -41.4% | +97.1% | +60.4% |
| All | +52.6% | +31.1% | +21.4% | +59.2% |
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