-24.7%
U vs ACI
+50.0%
-74.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.4% | +8.9% | +5.9% |
| 7D | +36.6% | -2.2% | +38.8% | +36.7% |
| 30D | +13.3% | +10.3% | +3.0% | +11.5% |
| 3M | +26.2% | +7.2% | +19.0% | +24.5% |
| 6M | +88.7% | -18.0% | +106.7% | +91.7% |
| YTD | +16.6% | -22.0% | +38.6% | +18.3% |
| 1Y | +29.0% | -23.4% | +52.3% | +31.1% |
| 3Y | +99.5% | -35.8% | +135.3% | +107.8% |
| 5Y | -66.1% | -43.7% | -22.4% | -64.6% |
| All | -24.7% | +50.0% | -74.7% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling