+22.2%
ACI vs BG
+247.3%
-225.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.6% | -3.8% |
| 7D | -2.6% | +2.4% | -4.9% | -2.9% |
| 30D | +1.1% | +15.0% | -13.9% | -0.9% |
| 3M | -23.6% | -0.7% | -23.0% | -23.7% |
| 6M | -29.9% | +7.5% | -37.4% | -30.9% |
| YTD | -26.9% | +41.6% | -68.5% | -30.8% |
| 1Y | -34.2% | +50.7% | -84.9% | -38.3% |
| 3Y | -43.6% | +20.3% | -63.9% | -45.9% |
| 5Y | -42.4% | +85.2% | -127.6% | -48.6% |
| All | +22.2% | +247.3% | -225.1% | +4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling