+40.5%
W vs ACI
-43.5%
+84.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.6% |
| 7D | +6.5% | -2.6% | +9.1% | +6.5% |
| 30D | -6.2% | +1.1% | -7.3% | -6.2% |
| 3M | +48.9% | -23.6% | +72.5% | +46.3% |
| 6M | +31.2% | -29.9% | +61.1% | +28.9% |
| YTD | -0.4% | -26.9% | +26.4% | -2.7% |
| 1Y | +14.8% | -34.2% | +49.1% | +12.4% |
| 3Y | +40.5% | -43.6% | +84.1% | +44.4% |
| All | +40.5% | -43.5% | +84.0% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling