+77.7%
T vs ACI
+25.9%
+51.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.3% | +0.2% | -1.4% | -1.3% |
| 30D | +11.4% | +5.9% | +5.5% | +10.7% |
| 3M | +14.3% | -19.8% | +34.1% | +16.5% |
| 6M | -9.3% | -24.7% | +15.5% | -7.0% |
| YTD | +7.1% | -24.4% | +31.5% | +9.7% |
| 1Y | -9.1% | -31.5% | +22.4% | -6.1% |
| 3Y | +105.3% | -38.7% | +144.0% | +113.9% |
| 5Y | +66.8% | -42.8% | +109.6% | +72.7% |
| All | +77.7% | +25.9% | +51.8% | +86.5% |
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