-39.5%
ACI vs BURL
-13.3%
-26.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.7% | -4.2% | +3.2% |
| 7D | +4.5% | +10.4% | -5.9% | +4.1% |
| 30D | +20.9% | -4.9% | +25.8% | +21.0% |
| 3M | +15.2% | -29.8% | +45.0% | +16.8% |
| 6M | -13.3% | -16.5% | +3.1% | -12.6% |
| YTD | -16.2% | -10.5% | -5.6% | -15.8% |
| 1Y | -16.9% | -5.3% | -11.6% | -16.7% |
| 3Y | -30.8% | +95.1% | -125.9% | -33.7% |
| All | -39.5% | -13.3% | -26.2% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling