+19.3%
ACI vs BTG
+31.8%
-12.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -2.5% |
| 7D | -5.0% | +2.4% | -7.5% | -5.2% |
| 30D | -2.3% | +9.5% | -11.8% | -2.9% |
| 3M | -23.2% | +38.5% | -61.7% | -24.9% |
| 6M | -29.5% | +5.6% | -35.1% | -30.0% |
| YTD | -28.6% | +23.9% | -52.5% | -30.3% |
| 1Y | -34.0% | +32.1% | -66.2% | -36.2% |
| 3Y | -45.0% | +103.2% | -148.2% | -49.1% |
| 5Y | -44.0% | +79.7% | -123.7% | -48.1% |
| All | +19.3% | +31.8% | -12.6% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling