+31.5%
ACI vs COO
-7.4%
+38.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | -5.9% | +4.3% | -10.2% | -6.4% |
| 30D | +7.2% | +17.6% | -10.4% | +5.1% |
| 3M | +8.8% | -13.9% | +22.7% | +10.7% |
| 6M | -17.2% | +6.6% | -23.7% | -17.9% |
| YTD | -21.3% | -22.0% | +0.7% | -19.2% |
| 1Y | -23.7% | -8.8% | -14.9% | -23.3% |
| 3Y | -32.8% | -21.5% | -11.4% | -32.3% |
| 5Y | -41.4% | -41.0% | -0.4% | -40.8% |
| All | +31.5% | -7.4% | +38.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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