+31.5%
ACI vs CAPR
+92.0%
-60.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | +1.0% |
| 7D | -5.9% | +36.0% | -42.0% | -5.8% |
| 30D | +7.2% | +25.8% | -18.6% | +7.3% |
| 3M | +8.8% | +140.8% | -132.0% | +9.1% |
| 6M | -17.2% | -67.6% | +50.4% | -17.2% |
| YTD | -21.3% | -65.9% | +44.6% | -21.3% |
| 1Y | -23.7% | +66.1% | -89.8% | -23.8% |
| 3Y | -32.8% | +256.9% | -289.7% | -33.0% |
| 5Y | -41.4% | +172.1% | -213.5% | -41.4% |
| All | +31.5% | +92.0% | -60.5% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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