+346.6%
TER vs ACI
+25.9%
+320.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.5% |
| 7D | +0.6% | +0.2% | +0.5% | +0.6% |
| 30D | -8.3% | +5.9% | -14.2% | -8.3% |
| 3M | -12.2% | -19.8% | +7.6% | -11.8% |
| 6M | +17.1% | -24.7% | +41.8% | +17.8% |
| YTD | +84.7% | -24.4% | +109.1% | +85.6% |
| 1Y | +199.9% | -31.5% | +231.4% | +203.6% |
| 3Y | +232.8% | -38.7% | +271.4% | +239.0% |
| 5Y | +198.6% | -42.8% | +241.4% | +201.7% |
| All | +346.6% | +25.9% | +320.7% | +301.6% |
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