-42.4%
ACI vs BR
+18.8%
-61.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +2.3% | +1.1% | +1.2% | +2.0% |
| 30D | +1.2% | +14.4% | -13.1% | -2.2% |
| 3M | +6.8% | +12.4% | -5.6% | +3.6% |
| 6M | -18.7% | +35.4% | -54.2% | -24.6% |
| YTD | -20.2% | -12.2% | -8.1% | -18.6% |
| 1Y | -23.7% | -12.7% | -11.0% | -22.0% |
| 3Y | -31.6% | +14.3% | -45.9% | -35.1% |
| All | -42.4% | +18.8% | -61.2% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling