+58.5%
TGT vs ACI
+17.4%
+41.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.9% |
| 7D | -5.0% | -7.1% | +2.0% | -3.7% |
| 30D | +3.0% | -4.5% | +7.5% | +4.0% |
| 3M | +22.6% | -22.3% | +44.9% | +27.8% |
| 6M | +31.2% | -28.4% | +59.6% | +38.7% |
| YTD | +63.7% | -29.5% | +93.2% | +73.2% |
| 1Y | +78.5% | -34.2% | +112.7% | +91.1% |
| 3Y | +40.5% | -45.7% | +86.2% | +55.0% |
| 5Y | -25.6% | -40.8% | +15.2% | -19.7% |
| All | +58.5% | +17.4% | +41.2% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling