+22.2%
ACI vs AGI
+358.1%
-335.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.2% |
| 7D | -2.6% | +4.4% | -6.9% | -2.8% |
| 30D | +1.1% | +10.0% | -8.9% | +0.5% |
| 3M | -23.6% | +1.7% | -25.4% | -23.8% |
| 6M | -29.9% | -26.8% | -3.2% | -28.9% |
| YTD | -26.9% | -5.3% | -21.5% | -27.4% |
| 1Y | -34.2% | +11.5% | -45.7% | -35.7% |
| 3Y | -43.6% | +212.9% | -256.5% | -49.3% |
| 5Y | -42.4% | +388.8% | -431.2% | -50.3% |
| All | +22.2% | +358.1% | -335.9% | +5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling