-31.6%
ACI vs BEN
+86.4%
-118.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +2.3% | +6.8% | -4.5% | +1.8% |
| 30D | +1.2% | +18.0% | -16.7% | 0.0% |
| 3M | +6.8% | +7.5% | -0.7% | +6.2% |
| 6M | -18.7% | +14.7% | -33.4% | -19.7% |
| YTD | -20.2% | +56.1% | -76.3% | -23.8% |
| 1Y | -23.7% | +69.6% | -93.3% | -27.9% |
| 3Y | -31.6% | +87.7% | -119.3% | -35.5% |
| All | -31.6% | +86.4% | -118.0% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 3y: compounded portfolio wealth divided by compounded BEN 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…
3y analysis · Full analysis span regression · 6 months rolling