-37.9%
ACI vs BOXX
+18.4%
-56.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -7.1% | 0.0% | -7.1% | -7.2% |
| 30D | -4.5% | +0.3% | -4.8% | -5.2% |
| 3M | -22.3% | +1.0% | -23.3% | -24.1% |
| 6M | -28.4% | +1.9% | -30.4% | -31.3% |
| YTD | -29.5% | +2.6% | -32.1% | -32.7% |
| 1Y | -34.2% | +4.0% | -38.2% | -37.2% |
| 3Y | -45.7% | +14.6% | -60.3% | -41.7% |
| All | -37.9% | +18.4% | -56.3% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling