+24.3%
W vs ACI
-18.4%
+42.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +11.0% |
| 7D | +8.4% | +4.5% | +3.9% | +8.5% |
| 30D | +16.5% | +20.9% | -4.3% | +16.9% |
| 3M | +6.4% | +15.2% | -8.8% | +6.8% |
| 6M | +90.5% | -13.3% | +103.9% | +75.7% |
| YTD | +23.1% | -16.2% | +39.2% | +10.5% |
| 1Y | +24.3% | -16.9% | +41.1% | +11.8% |
| All | +24.3% | -18.4% | +42.7% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling