-43.9%
ACI vs COPX
+149.4%
-193.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.3% | +3.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.7% |
| 30D | +0.6% | +0.3% | +0.3% | +0.6% |
| 3M | -20.3% | +6.8% | -27.1% | -20.5% |
| 6M | -24.7% | +7.9% | -32.6% | -24.9% |
| YTD | -27.2% | +23.7% | -51.0% | -28.5% |
| 1Y | -32.7% | +71.5% | -104.3% | -35.9% |
| 3Y | -43.9% | +149.1% | -193.0% | -51.2% |
| All | -43.9% | +149.4% | -193.3% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling