+74.0%
T vs ACI
+18.9%
+55.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.5% |
| 7D | -3.1% | -5.0% | +2.0% | -2.6% |
| 30D | +4.6% | -2.3% | +6.9% | +4.8% |
| 3M | +12.2% | -23.2% | +35.4% | +14.9% |
| 6M | -6.5% | -29.5% | +23.0% | -3.4% |
| YTD | +4.9% | -28.6% | +33.5% | +8.1% |
| 1Y | -10.5% | -34.0% | +23.6% | -7.1% |
| 3Y | +104.6% | -45.0% | +149.6% | +115.4% |
| 5Y | +64.2% | -44.0% | +108.2% | +70.8% |
| All | +74.0% | +18.9% | +55.2% | +83.8% |
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