-43.9%
ACI vs BOXX
+14.7%
-58.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.0% |
| 7D | -3.7% | +0.1% | -3.8% | -4.0% |
| 30D | +0.6% | +0.3% | +0.3% | -0.6% |
| 3M | -20.3% | +1.0% | -21.4% | -23.1% |
| 6M | -24.7% | +1.9% | -26.6% | -29.0% |
| YTD | -27.2% | +2.7% | -29.9% | -32.2% |
| 1Y | -32.7% | +4.0% | -36.8% | -37.9% |
| 3Y | -43.9% | +14.7% | -58.6% | -44.8% |
| All | -43.9% | +14.7% | -58.6% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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