+22.2%
ACI vs BR
+51.0%
-28.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.7% |
| 7D | -2.6% | -5.9% | +3.4% | -1.3% |
| 30D | +1.1% | +1.9% | -0.8% | +0.7% |
| 3M | -23.6% | +14.7% | -38.3% | -25.8% |
| 6M | -29.9% | -12.8% | -17.2% | -28.3% |
| YTD | -26.9% | -23.0% | -3.8% | -23.4% |
| 1Y | -34.2% | -31.7% | -2.6% | -29.5% |
| 3Y | -43.6% | -4.8% | -38.8% | -43.7% |
| 5Y | -42.4% | +7.8% | -50.2% | -46.0% |
| All | +22.2% | +51.0% | -28.8% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling