-19.4%
XYZ vs ACI
+34.5%
-53.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.6% | -0.5% | -3.8% |
| 7D | +9.2% | +3.5% | +5.7% | +9.0% |
| 30D | +9.8% | +16.8% | -7.0% | +8.5% |
| 3M | -0.2% | +13.1% | -13.3% | -1.1% |
| 6M | +18.0% | -15.6% | +33.6% | +18.9% |
| YTD | +29.1% | -19.2% | +48.4% | +30.2% |
| 1Y | +14.1% | -20.7% | +34.8% | +15.2% |
| 3Y | +72.6% | -33.4% | +106.0% | +76.6% |
| 5Y | -64.6% | -41.7% | -22.9% | -64.2% |
| All | -19.4% | +34.5% | -53.9% | -24.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling