+66.2%
XYZ vs ACI
-31.6%
+97.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.5% | -3.5% |
| 7D | +12.6% | -0.6% | +13.2% | +12.7% |
| 30D | +10.8% | +9.5% | +1.3% | +10.3% |
| 3M | +8.4% | +10.1% | -1.7% | +7.8% |
| 6M | +14.3% | -15.4% | +29.7% | +14.6% |
| YTD | +31.5% | -19.5% | +51.0% | +31.6% |
| 1Y | +28.1% | -21.0% | +49.1% | +28.6% |
| 3Y | +66.2% | -31.2% | +97.4% | +77.9% |
| All | +66.2% | -31.6% | +97.8% | +77.9% |
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