-43.3%
W vs ACI
+32.1%
-75.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | -7.4% | -5.3% | -2.1% | -6.4% |
| 30D | +7.8% | +5.0% | +2.8% | +6.7% |
| 3M | +10.9% | +7.5% | +3.4% | +9.1% |
| 6M | +86.4% | -16.0% | +102.4% | +89.7% |
| YTD | +14.0% | -20.6% | +34.6% | +16.2% |
| 1Y | +3.5% | -23.5% | +27.1% | +6.5% |
| 3Y | +164.8% | -32.1% | +196.9% | +175.5% |
| 5Y | -53.1% | -42.5% | -10.6% | -50.2% |
| All | -43.3% | +32.1% | -75.5% | -53.5% |
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