-7.2%
T vs ACI
-33.6%
+26.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.1% |
| 7D | -1.5% | -2.6% | +1.0% | -1.2% |
| 30D | +7.6% | +1.1% | +6.5% | +7.5% |
| 3M | +15.3% | -23.6% | +38.9% | +19.5% |
| 6M | -8.5% | -29.9% | +21.5% | -3.4% |
| YTD | +6.8% | -26.9% | +33.6% | +11.4% |
| 1Y | -7.2% | -34.2% | +27.0% | -0.4% |
| All | -7.2% | -33.6% | +26.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling