-68.0%
U vs ACI
-44.9%
-23.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.3% | +5.9% | +3.1% |
| 7D | +4.5% | -2.6% | +7.0% | +4.8% |
| 30D | -0.6% | +1.1% | -1.7% | -0.8% |
| 3M | +48.4% | -23.6% | +72.1% | +53.1% |
| 6M | +115.4% | -29.9% | +145.3% | +124.5% |
| YTD | -3.2% | -26.9% | +23.6% | -0.6% |
| 1Y | -6.0% | -34.2% | +28.2% | -1.4% |
| 3Y | +13.5% | -43.6% | +57.1% | +22.2% |
| 5Y | -68.0% | -42.4% | -25.6% | -66.6% |
| All | -68.0% | -44.9% | -23.1% | -66.6% |
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 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