-42.4%
ACI vs A
-14.2%
-28.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.6% | -3.0% |
| 7D | -2.6% | -2.1% | -0.5% | -2.4% |
| 30D | +1.1% | +0.6% | +0.5% | +1.0% |
| 3M | -23.6% | +10.9% | -34.5% | -24.5% |
| 6M | -29.9% | +28.2% | -58.1% | -32.1% |
| YTD | -26.9% | +8.6% | -35.4% | -27.7% |
| 1Y | -34.2% | +15.5% | -49.8% | -35.7% |
| 3Y | -43.6% | +31.8% | -75.4% | -47.0% |
| 5Y | -42.4% | -14.9% | -27.5% | -46.4% |
| All | -42.4% | -14.2% | -28.2% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling