+33.3%
ACI vs BURL
+19.2%
+14.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.6% |
| 7D | +2.3% | -1.6% | +3.8% | +2.3% |
| 30D | +1.2% | -7.7% | +9.0% | +1.5% |
| 3M | +6.8% | -31.7% | +38.4% | +8.3% |
| 6M | -18.7% | -15.2% | -3.6% | -18.1% |
| YTD | -20.2% | -15.9% | -4.3% | -19.7% |
| 1Y | -23.7% | -14.2% | -9.5% | -23.3% |
| 3Y | -31.6% | +93.5% | -125.2% | -34.2% |
| 5Y | -42.8% | -9.9% | -32.9% | -45.0% |
| All | +33.3% | +19.2% | +14.1% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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