+133.8%
V vs ACI
+34.0%
+99.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | +0.1% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +9.7% | +9.5% | +0.2% | +9.3% |
| 3M | +17.3% | +10.1% | +7.2% | +16.8% |
| 6M | +33.2% | -15.4% | +48.6% | +33.6% |
| YTD | +21.3% | -19.5% | +40.9% | +21.7% |
| 1Y | +27.3% | -21.0% | +48.3% | +27.8% |
| 3Y | +76.1% | -31.2% | +107.3% | +77.4% |
| 5Y | +103.5% | -40.6% | +144.0% | +104.6% |
| All | +133.8% | +34.0% | +99.9% | +134.9% |
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