+365.4%
TER vs ACI
+21.8%
+343.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.3% | +7.5% | +4.2% |
| 7D | +11.0% | -2.6% | +13.5% | +11.0% |
| 30D | -1.9% | +1.1% | -3.0% | -1.9% |
| 3M | -0.7% | -23.6% | +23.0% | -0.1% |
| 6M | +36.4% | -29.9% | +66.3% | +37.7% |
| YTD | +92.4% | -26.9% | +119.3% | +93.4% |
| 1Y | +213.5% | -34.2% | +247.8% | +217.6% |
| 3Y | +277.2% | -43.6% | +320.9% | +286.4% |
| 5Y | +219.1% | -42.4% | +261.5% | +221.5% |
| All | +365.4% | +21.8% | +343.6% | +318.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling