-18.3%
TE vs ACI
-43.5%
+25.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -3.3% | +13.3% | +10.2% |
| 7D | +18.2% | -2.6% | +20.8% | +18.4% |
| 30D | -13.5% | +1.1% | -14.6% | -13.7% |
| 3M | -44.6% | -23.6% | -20.9% | -42.6% |
| 6M | -24.7% | -29.9% | +5.2% | -20.7% |
| YTD | -24.3% | -26.9% | +2.6% | -22.0% |
| 1Y | +155.6% | -34.2% | +189.8% | +172.8% |
| 3Y | -18.3% | -43.6% | +25.4% | -9.1% |
| All | -18.3% | -43.5% | +25.2% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling