-40.8%
ACI vs BTG
+75.0%
-115.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -7.1% | -5.5% | -1.6% | -6.7% |
| 30D | -4.5% | +6.1% | -10.6% | -4.9% |
| 3M | -22.3% | +38.6% | -60.9% | -24.3% |
| 6M | -28.4% | +0.7% | -29.1% | -28.8% |
| YTD | -29.5% | +20.3% | -49.8% | -31.3% |
| 1Y | -34.2% | +25.0% | -59.3% | -36.5% |
| 3Y | -45.7% | +97.3% | -143.0% | -50.7% |
| 5Y | -40.8% | +78.3% | -119.1% | -44.9% |
| All | -40.8% | +75.0% | -115.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling