+240.4%
TPR vs ACI
-42.9%
+283.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -23.0% | +5.9% | -28.9% | -23.5% |
| 3M | -12.5% | -19.8% | +7.3% | -10.5% |
| 6M | -21.4% | -24.7% | +3.3% | -19.3% |
| YTD | -3.5% | -24.4% | +20.9% | -1.1% |
| 1Y | +17.4% | -31.5% | +48.8% | +21.8% |
| 3Y | +291.3% | -38.7% | +329.9% | +311.2% |
| All | +240.4% | -42.9% | +283.3% | +250.7% |
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