-44.0%
ACI vs CHD
+19.3%
-63.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.0% |
| 7D | -5.0% | -4.2% | -0.9% | -3.8% |
| 30D | -2.3% | -7.6% | +5.3% | 0.0% |
| 3M | -23.2% | -1.6% | -21.6% | -22.7% |
| 6M | -29.5% | -6.3% | -23.2% | -28.2% |
| YTD | -28.6% | +14.6% | -43.2% | -31.1% |
| 1Y | -34.0% | +1.6% | -35.6% | -34.4% |
| 3Y | -45.0% | +3.1% | -48.1% | -46.0% |
| 5Y | -44.0% | +21.1% | -65.1% | -50.8% |
| All | -44.0% | +19.3% | -63.3% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling