-68.9%
XYZ vs ACI
-42.9%
-25.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.0% | +0.2% | -1.1% | -1.0% |
| 30D | -1.7% | +5.9% | -7.6% | -2.4% |
| 3M | +16.7% | -19.8% | +36.5% | +19.0% |
| 6M | +26.9% | -24.7% | +51.6% | +30.1% |
| YTD | +27.1% | -24.4% | +51.5% | +29.9% |
| 1Y | +9.3% | -31.5% | +40.7% | +13.3% |
| 3Y | +42.3% | -38.7% | +81.0% | +49.4% |
| All | -68.9% | -42.9% | -25.9% | -68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling