-44.3%
W vs ACI
+34.0%
-78.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.1% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +6.4% | +9.5% | -3.1% | +4.5% |
| 3M | +9.0% | +10.1% | -1.1% | +6.8% |
| 6M | +69.8% | -15.4% | +85.2% | +72.6% |
| YTD | +12.1% | -19.5% | +31.6% | +14.0% |
| 1Y | 0.0% | -21.0% | +21.0% | +2.2% |
| 3Y | +160.3% | -31.2% | +191.5% | +170.3% |
| 5Y | -53.3% | -40.6% | -12.7% | -50.6% |
| All | -44.3% | +34.0% | -78.2% | -54.4% |
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