-42.4%
ACI vs CAPR
+172.3%
-214.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.9% | +6.2% | -0.8% |
| 7D | +2.3% | +5.9% | -3.6% | +2.3% |
| 30D | +1.2% | +44.6% | -43.4% | +1.3% |
| 3M | +6.8% | +126.4% | -119.6% | +7.0% |
| 6M | -18.7% | -68.6% | +49.8% | -18.8% |
| YTD | -20.2% | -67.0% | +46.8% | -20.3% |
| 1Y | -23.7% | +65.2% | -88.9% | -23.7% |
| 3Y | -31.6% | +235.6% | -267.2% | -31.8% |
| All | -42.4% | +172.3% | -214.7% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling