+108.3%
V vs ACI
-42.9%
+151.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +0.9% | +2.3% | -1.3% | +0.7% |
| 30D | +9.0% | +1.2% | +7.7% | +8.8% |
| 3M | +16.7% | +6.8% | +9.9% | +16.0% |
| 6M | +33.4% | -18.7% | +52.1% | +34.8% |
| YTD | +22.4% | -20.2% | +42.6% | +23.5% |
| 1Y | +27.7% | -23.7% | +51.4% | +29.4% |
| 3Y | +78.0% | -31.6% | +109.6% | +81.5% |
| All | +108.3% | -42.9% | +151.2% | +113.2% |
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 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