-26.3%
U vs ACI
+54.7%
-81.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.4% |
| 7D | +24.4% | -0.6% | +25.0% | +24.3% |
| 30D | +7.4% | +9.5% | -2.2% | +5.8% |
| 3M | +16.8% | +10.1% | +6.7% | +14.9% |
| 6M | +78.8% | -15.4% | +94.2% | +81.0% |
| YTD | +14.0% | -19.5% | +33.5% | +15.3% |
| 1Y | +16.7% | -21.0% | +37.7% | +18.3% |
| 3Y | +86.4% | -31.2% | +117.6% | +91.8% |
| 5Y | -71.5% | -40.6% | -30.9% | -70.3% |
| All | -26.3% | +54.7% | -81.1% | -47.6% |
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