+162.6%
TE vs ACI
-33.8%
+196.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -3.3% |
| 7D | +15.0% | -5.0% | +20.0% | +14.2% |
| 30D | -7.5% | -2.3% | -5.2% | -7.8% |
| 3M | -42.0% | -23.2% | -18.8% | -42.5% |
| 6M | -31.4% | -29.5% | -1.9% | -32.1% |
| YTD | -26.5% | -28.6% | +2.1% | -27.8% |
| All | +162.6% | -33.8% | +196.4% | +142.0% |
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