+20.7%
XYZ vs ACI
-18.4%
+39.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +3.5% | +11.8% | +15.3% |
| 7D | +16.5% | +4.5% | +12.0% | +16.6% |
| 30D | +15.0% | +20.9% | -5.9% | +15.8% |
| 3M | +3.5% | +15.2% | -11.7% | +4.2% |
| 6M | +21.9% | -13.3% | +35.2% | +17.1% |
| YTD | +34.6% | -16.2% | +50.8% | +28.8% |
| 1Y | +20.7% | -16.9% | +37.6% | +15.0% |
| All | +20.7% | -18.4% | +39.2% | +15.0% |
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