-25.8%
TE vs ACI
-18.4%
-7.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.1% | -2.0% |
| 7D | +3.8% | +4.5% | -0.7% | +6.3% |
| 30D | -26.2% | +20.9% | -47.1% | -20.4% |
| 3M | -49.7% | +15.2% | -65.0% | -46.4% |
| 6M | -46.5% | -13.3% | -33.2% | -46.9% |
| YTD | -59.1% | -16.2% | -42.9% | -59.2% |
| 1Y | -25.8% | -16.9% | -8.9% | -28.9% |
| All | -25.8% | -18.4% | -7.4% | -28.9% |
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 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