+172.9%
TER vs ACI
+29.9%
+143.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.4% | +6.0% | +2.5% |
| 7D | -20.5% | -2.2% | -18.2% | -20.5% |
| 30D | -47.0% | +10.3% | -57.3% | -46.9% |
| 3M | -43.3% | +7.2% | -50.5% | -43.2% |
| 6M | -42.9% | -18.0% | -24.9% | -42.5% |
| YTD | +12.9% | -22.0% | +34.9% | +13.6% |
| 1Y | +18.2% | -23.4% | +41.5% | +19.1% |
| 3Y | +151.8% | -35.8% | +187.6% | +156.6% |
| 5Y | +54.2% | -43.7% | +97.9% | +56.8% |
| All | +172.9% | +29.9% | +143.0% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling