+33.6%
TER vs ACI
-21.6%
+55.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | +0.7% |
| 7D | -8.9% | -0.6% | -8.3% | -9.1% |
| 30D | -39.1% | +9.5% | -48.6% | -36.2% |
| 3M | -32.8% | +10.1% | -42.8% | -29.0% |
| 6M | -31.7% | -15.4% | -16.4% | -32.4% |
| YTD | +26.9% | -19.5% | +46.5% | +22.3% |
| 1Y | +33.6% | -21.0% | +54.5% | +27.9% |
| All | +33.6% | -21.6% | +55.1% | +27.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling