-31.1%
ACI vs CHD
+29.4%
-60.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -0.5% | +0.4% | -0.8% | -0.6% |
| 30D | +4.9% | +11.6% | -6.7% | +1.4% |
| 3M | +11.1% | +10.7% | +0.4% | +7.6% |
| 6M | -14.9% | +20.2% | -35.2% | -19.2% |
| YTD | -19.6% | +34.5% | -54.1% | -25.6% |
| 1Y | -22.7% | +32.6% | -55.3% | -28.3% |
| All | -31.1% | +29.4% | -60.5% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling