-48.5%
TE vs ACI
-44.6%
-3.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.5% | -6.6% |
| 7D | +0.9% | -7.1% | +8.0% | +1.3% |
| 30D | -16.3% | -4.5% | -11.8% | -16.1% |
| 3M | -40.8% | -22.3% | -18.5% | -39.7% |
| 6M | -42.6% | -28.4% | -14.2% | -41.3% |
| YTD | -31.4% | -29.5% | -1.9% | -30.0% |
| 1Y | +144.9% | -34.2% | +179.2% | +152.2% |
| 3Y | -26.0% | -45.7% | +19.7% | -23.6% |
| 5Y | -48.5% | -40.8% | -7.7% | -48.0% |
| All | -48.5% | -44.6% | -3.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling