+238.5%
TER vs ACI
-38.5%
+277.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.4% |
| 7D | +0.6% | +0.2% | +0.5% | +0.7% |
| 30D | -8.3% | +5.9% | -14.2% | -7.3% |
| 3M | -12.2% | -19.8% | +7.6% | -13.9% |
| 6M | +17.1% | -24.7% | +41.8% | +14.3% |
| YTD | +84.7% | -24.4% | +109.1% | +80.0% |
| 1Y | +199.9% | -31.5% | +231.4% | +193.9% |
| All | +238.5% | -38.5% | +277.0% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling