+18.0%
XYZ vs ACI
-16.3%
+34.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -3.7% |
| 7D | +9.2% | +3.5% | +5.7% | +9.2% |
| 30D | +9.8% | +16.8% | -7.0% | +9.0% |
| 3M | -0.2% | +13.1% | -13.3% | -0.6% |
| 6M | +18.0% | -15.6% | +33.6% | +13.6% |
| All | +18.0% | -16.3% | +34.2% | +13.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling