-37.9%
ACI vs AHR
+364.8%
-402.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | -2.6% | -3.4% | +0.9% | -2.2% |
| 30D | +1.1% | -3.8% | +4.9% | +1.5% |
| 3M | -23.6% | +20.1% | -43.7% | -25.1% |
| 6M | -29.9% | +7.1% | -37.0% | -30.5% |
| YTD | -26.9% | +17.2% | -44.1% | -28.3% |
| 1Y | -34.2% | +30.4% | -64.6% | -36.4% |
| All | -37.9% | +364.8% | -402.6% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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