-81.0%
TE vs ACI
-39.7%
-41.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.2% | -11.8% | -9.6% |
| 7D | -26.9% | -0.6% | -26.3% | -26.8% |
| 30D | -38.9% | +9.5% | -48.5% | -39.2% |
| 3M | -61.0% | +10.1% | -71.1% | -61.2% |
| 6M | -66.4% | -15.4% | -51.0% | -65.9% |
| YTD | -69.0% | -19.5% | -49.5% | -68.5% |
| 1Y | -54.0% | -21.0% | -33.0% | -53.2% |
| 3Y | +38.0% | -31.2% | +69.2% | +40.7% |
| 5Y | -81.0% | -40.6% | -40.4% | -81.4% |
| All | -81.0% | -39.7% | -41.3% | -81.4% |
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