-45.3%
TE vs ACI
-23.3%
-21.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.8% | -2.3% | -3.4% |
| 7D | -19.1% | +2.3% | -21.3% | -18.2% |
| 30D | -34.1% | +1.2% | -35.4% | -33.4% |
| 3M | -60.1% | +6.8% | -66.9% | -58.7% |
| 6M | -66.0% | -18.7% | -47.2% | -67.1% |
| YTD | -71.4% | -20.2% | -51.2% | -71.7% |
| 1Y | -45.3% | -23.7% | -21.5% | -47.6% |
| All | -45.3% | -23.3% | -21.9% | -47.6% |
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