+19.3%
ACI vs A
+73.4%
-54.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.3% |
| 7D | -5.0% | -4.4% | -0.7% | -4.7% |
| 30D | -2.3% | -2.7% | +0.4% | -2.1% |
| 3M | -23.2% | +7.0% | -30.2% | -23.7% |
| 6M | -29.5% | +24.6% | -54.1% | -31.3% |
| YTD | -28.6% | +7.0% | -35.6% | -29.2% |
| 1Y | -34.0% | +15.6% | -49.6% | -35.4% |
| 3Y | -45.0% | +29.9% | -74.9% | -47.7% |
| 5Y | -44.0% | -15.4% | -28.6% | -46.6% |
| All | +19.3% | +73.4% | -54.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling