+107.3%
V vs ACI
+25.9%
+81.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +2.0% | +5.9% | -3.9% | +1.7% |
| 3M | +17.4% | -19.8% | +37.1% | +18.0% |
| 6M | +17.5% | -24.7% | +42.2% | +18.3% |
| YTD | +7.6% | -24.4% | +32.0% | +8.2% |
| 1Y | +7.7% | -31.5% | +39.2% | +8.7% |
| 3Y | +54.7% | -38.7% | +93.3% | +56.5% |
| 5Y | +73.0% | -42.8% | +115.9% | +74.7% |
| All | +107.3% | +25.9% | +81.4% | +108.9% |
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 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