-37.8%
U vs ACI
+37.3%
-75.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.2% |
| 7D | +4.4% | -5.0% | +9.4% | +5.1% |
| 30D | -1.3% | -2.3% | +1.0% | -1.0% |
| 3M | +49.6% | -23.2% | +72.8% | +54.1% |
| 6M | +100.2% | -29.5% | +129.7% | +108.2% |
| YTD | -3.7% | -28.6% | +24.9% | -0.7% |
| 1Y | -6.5% | -34.0% | +27.5% | -2.4% |
| 3Y | +12.9% | -45.0% | +57.9% | +21.2% |
| 5Y | -68.3% | -44.0% | -24.3% | -66.6% |
| All | -37.8% | +37.3% | -75.1% | -54.9% |
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