+9.6%
U vs ACI
-40.4%
+50.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | +17.5% | +5.9% | +11.5% | +17.4% |
| 3M | +38.7% | -19.8% | +58.5% | +37.6% |
| 6M | +104.4% | -24.7% | +129.2% | +102.4% |
| YTD | -5.7% | -24.4% | +18.7% | -7.1% |
| 1Y | +3.7% | -31.5% | +35.2% | +3.9% |
| All | +9.6% | -40.4% | +50.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling