-40.8%
ACI vs AGI
+389.1%
-429.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -1.0% |
| 7D | -7.1% | -5.4% | -1.7% | -6.7% |
| 30D | -4.5% | +6.6% | -11.1% | -5.0% |
| 3M | -22.3% | +8.2% | -30.5% | -22.9% |
| 6M | -28.4% | -29.3% | +0.9% | -26.8% |
| YTD | -29.5% | -7.4% | -22.2% | -30.1% |
| 1Y | -34.2% | +7.9% | -42.2% | -36.1% |
| 3Y | -45.7% | +206.2% | -251.9% | -53.8% |
| 5Y | -40.8% | +397.6% | -438.4% | -53.6% |
| All | -40.8% | +389.1% | -429.8% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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