-53.1%
TE vs ACI
+25.9%
-79.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -4.0% | +0.2% | -4.1% | -4.0% |
| 30D | -15.9% | +5.9% | -21.8% | -16.3% |
| 3M | -60.5% | -19.8% | -40.8% | -59.9% |
| 6M | -35.2% | -24.7% | -10.5% | -33.9% |
| YTD | -31.1% | -24.4% | -6.7% | -29.9% |
| 1Y | +148.6% | -31.5% | +180.1% | +155.8% |
| 3Y | -26.4% | -38.7% | +12.3% | -24.1% |
| 5Y | -48.0% | -42.8% | -5.2% | -47.0% |
| All | -53.1% | +25.9% | -79.0% | -52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling