+22.2%
ACI vs CAPR
+76.6%
-54.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.6% | +0.4% | -3.3% |
| 7D | -2.6% | -9.5% | +6.9% | -2.6% |
| 30D | +1.1% | +121.5% | -120.4% | +1.3% |
| 3M | -23.6% | -65.4% | +41.7% | -23.7% |
| 6M | -29.9% | -67.5% | +37.6% | -30.0% |
| YTD | -26.9% | -68.6% | +41.7% | -26.9% |
| 1Y | -34.2% | +42.7% | -76.9% | -34.3% |
| 3Y | -43.6% | +43.4% | -87.0% | -43.7% |
| 5Y | -42.4% | +86.0% | -128.4% | -42.3% |
| All | +22.2% | +76.6% | -54.4% | +24.5% |
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