+47.4%
TER vs ACI
-23.3%
+70.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.6% | -5.7% |
| 7D | +14.4% | +2.3% | +12.1% | +15.4% |
| 30D | -30.6% | +1.2% | -31.8% | -29.8% |
| 3M | -39.2% | +6.8% | -46.0% | -36.5% |
| 6M | -31.3% | -18.7% | -12.5% | -32.4% |
| YTD | +29.1% | -20.2% | +49.3% | +24.6% |
| 1Y | +47.4% | -23.7% | +71.2% | +42.2% |
| All | +47.4% | -23.3% | +70.8% | +42.2% |
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