-16.9%
ACI vs COPX
+31.7%
-48.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.0% | -0.4% | +3.9% |
| 7D | +4.5% | -3.0% | +7.4% | +4.2% |
| 30D | +20.9% | -13.6% | +34.5% | +19.6% |
| 3M | +15.2% | -11.2% | +26.5% | +14.3% |
| 6M | -13.3% | -2.4% | -10.9% | -13.5% |
| YTD | -16.2% | +4.2% | -20.4% | -18.4% |
| 1Y | -16.9% | +32.2% | -49.0% | -20.2% |
| All | -16.9% | +31.7% | -48.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling