+99.1%
V vs ACI
-43.3%
+142.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +13.6% | +10.3% | +3.3% | +12.7% |
| 3M | +14.3% | +7.2% | +7.1% | +13.6% |
| 6M | +33.1% | -18.0% | +51.1% | +34.4% |
| YTD | +21.2% | -22.0% | +43.2% | +22.6% |
| 1Y | +26.4% | -23.4% | +49.8% | +28.0% |
| 3Y | +77.6% | -35.8% | +113.4% | +82.1% |
| All | +99.1% | -43.3% | +142.4% | +104.1% |
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