-16.9%
ACI vs BR
-14.2%
-2.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.6% |
| 7D | +4.5% | +7.0% | -2.5% | +2.4% |
| 30D | +20.9% | +19.0% | +1.9% | +15.0% |
| 3M | +15.2% | +13.1% | +2.2% | +11.1% |
| 6M | -13.3% | +24.6% | -38.0% | -18.6% |
| YTD | -16.2% | -13.6% | -2.6% | -14.7% |
| 1Y | -16.9% | -13.1% | -3.7% | -15.5% |
| All | -16.9% | -14.2% | -2.6% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling