-28.1%
TGT vs ACI
-42.9%
+14.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.6% | +2.3% | +0.4% | +2.0% |
| 30D | +4.7% | +1.2% | +3.4% | +4.3% |
| 3M | +4.6% | +6.8% | -2.2% | +2.6% |
| 6M | +34.9% | -18.7% | +53.6% | +40.7% |
| YTD | +70.9% | -20.2% | +91.1% | +78.3% |
| 1Y | +84.4% | -23.7% | +108.1% | +94.9% |
| 3Y | +69.1% | -31.6% | +100.8% | +82.0% |
| All | -28.1% | -42.9% | +14.8% | -23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling