+48.5%
TER vs ACI
-23.6%
+72.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.7% | +7.7% |
| 7D | +5.9% | -5.3% | +11.2% | +3.3% |
| 30D | -30.8% | +5.0% | -35.8% | -28.8% |
| 3M | -29.9% | +7.5% | -37.5% | -26.7% |
| 6M | -27.5% | -16.0% | -11.4% | -28.4% |
| YTD | +37.5% | -20.6% | +58.1% | +32.1% |
| All | +48.5% | -23.6% | +72.2% | +42.3% |
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