+21.6%
ACI vs BG
+243.1%
-221.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +5.0% | +3.5% |
| 7D | -3.7% | +3.1% | -6.9% | -4.2% |
| 30D | +0.6% | +10.2% | -9.6% | -0.8% |
| 3M | -20.3% | -1.7% | -18.6% | -20.3% |
| 6M | -24.7% | +1.0% | -25.6% | -25.0% |
| YTD | -27.2% | +39.9% | -67.1% | -31.0% |
| 1Y | -32.7% | +53.2% | -85.9% | -37.1% |
| 3Y | -43.9% | +16.3% | -60.2% | -45.9% |
| 5Y | -38.9% | +83.9% | -122.7% | -45.4% |
| All | +21.6% | +243.1% | -221.5% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 10y: compounded portfolio wealth divided by compounded BG 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…
10y analysis · Full analysis span regression · 6 months rolling