-40.8%
ACI vs COPX
+167.3%
-208.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -0.7% |
| 7D | -7.1% | -2.9% | -4.2% | -6.9% |
| 30D | -4.5% | 0.0% | -4.5% | -4.6% |
| 3M | -22.3% | +14.8% | -37.1% | -23.3% |
| 6M | -28.4% | +7.0% | -35.5% | -29.2% |
| YTD | -29.5% | +23.8% | -53.4% | -31.9% |
| 1Y | -34.2% | +75.7% | -109.9% | -39.6% |
| 3Y | -45.7% | +156.4% | -202.1% | -53.9% |
| 5Y | -40.8% | +167.6% | -208.4% | -50.7% |
| All | -40.8% | +167.3% | -208.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling