+34.9%
ACI vs BURL
+23.1%
+11.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -3.5% |
| 7D | +3.5% | +3.5% | 0.0% | +3.4% |
| 30D | +16.8% | -9.3% | +26.0% | +17.2% |
| 3M | +13.1% | -32.1% | +45.2% | +14.7% |
| 6M | -15.6% | -19.8% | +4.2% | -14.9% |
| YTD | -19.2% | -13.2% | -6.1% | -18.8% |
| 1Y | -20.7% | -7.8% | -12.8% | -20.5% |
| 3Y | -33.4% | +89.3% | -122.7% | -35.8% |
| 5Y | -41.7% | -15.8% | -25.9% | -43.9% |
| All | +34.9% | +23.1% | +11.8% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling