-63.7%
XYZ vs ACI
-42.9%
-20.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | -1.1% | +2.3% | -3.3% | -1.4% |
| 30D | +11.5% | +1.2% | +10.3% | +11.3% |
| 3M | +1.8% | +6.8% | -5.0% | +0.9% |
| 6M | +21.2% | -18.7% | +39.9% | +23.5% |
| YTD | +29.9% | -20.2% | +50.2% | +32.0% |
| 1Y | +35.8% | -23.7% | +59.5% | +39.1% |
| 3Y | +62.6% | -31.6% | +94.2% | +68.5% |
| All | -63.7% | -42.9% | -20.8% | -64.2% |
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 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