+21.6%
ACI vs BTG
+28.5%
-6.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.9% | +3.2% |
| 7D | -3.7% | -3.8% | 0.0% | -3.5% |
| 30D | +0.6% | +3.6% | -3.1% | +0.3% |
| 3M | -20.3% | +32.0% | -52.3% | -21.8% |
| 6M | -24.7% | +3.4% | -28.0% | -25.1% |
| YTD | -27.2% | +20.8% | -48.0% | -28.8% |
| 1Y | -32.7% | +22.4% | -55.1% | -34.5% |
| 3Y | -43.9% | +91.7% | -135.6% | -47.9% |
| 5Y | -38.9% | +79.0% | -117.9% | -43.2% |
| All | +21.6% | +28.5% | -6.9% | +11.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling