-50.8%
W vs ACI
+25.9%
-76.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.2% | +0.2% | -4.3% | -4.2% |
| 30D | -7.6% | +5.9% | -13.5% | -8.7% |
| 3M | +37.2% | -19.8% | +56.9% | +41.3% |
| 6M | +26.3% | -24.7% | +51.1% | +31.1% |
| YTD | -1.0% | -24.4% | +23.4% | +2.1% |
| 1Y | +20.1% | -31.5% | +51.6% | +26.4% |
| 3Y | +37.8% | -38.7% | +76.5% | +47.2% |
| 5Y | -63.7% | -42.8% | -20.8% | -61.2% |
| All | -50.8% | +25.9% | -76.7% | -59.2% |
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