-63.9%
XYZ vs ACI
-43.3%
-20.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.2% |
| 7D | +12.1% | -2.2% | +14.4% | +12.6% |
| 30D | +12.4% | +10.3% | +2.1% | +11.0% |
| 3M | +8.2% | +7.2% | +1.0% | +7.2% |
| 6M | +20.7% | -18.0% | +38.7% | +22.8% |
| YTD | +31.3% | -22.0% | +53.3% | +33.8% |
| 1Y | +20.5% | -23.4% | +43.9% | +23.1% |
| 3Y | +72.6% | -35.8% | +108.4% | +80.8% |
| All | -63.9% | -43.3% | -20.6% | -63.8% |
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