-16.9%
ACI vs BTG
+24.4%
-41.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +3.5% |
| 7D | +4.5% | -0.2% | +4.7% | +4.4% |
| 30D | +20.9% | -0.8% | +21.6% | +20.7% |
| 3M | +15.2% | +31.8% | -16.6% | +14.5% |
| 6M | -13.3% | +20.4% | -33.7% | -14.0% |
| YTD | -16.2% | +14.7% | -30.9% | -18.6% |
| 1Y | -16.9% | +29.4% | -46.2% | -20.4% |
| All | -16.9% | +24.4% | -41.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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