+21.6%
ACI vs CHD
+31.7%
-10.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -3.7% | -4.5% | +0.7% | -2.4% |
| 30D | +0.6% | -6.7% | +7.3% | +2.7% |
| 3M | -20.3% | -2.7% | -17.6% | -19.5% |
| 6M | -24.7% | -4.9% | -19.7% | -23.5% |
| YTD | -27.2% | +13.3% | -40.6% | -29.7% |
| 1Y | -32.7% | +1.0% | -33.7% | -33.0% |
| 3Y | -43.9% | +1.3% | -45.2% | -44.7% |
| 5Y | -38.9% | +20.8% | -59.7% | -44.2% |
| All | +21.6% | +31.7% | -10.1% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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