+22.2%
ACI vs COPX
+526.7%
-504.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.1% | -7.4% | -3.6% |
| 7D | -2.6% | +5.8% | -8.3% | -3.0% |
| 30D | +1.1% | +7.2% | -6.1% | +0.5% |
| 3M | -23.6% | +16.5% | -40.1% | -24.6% |
| 6M | -29.9% | +18.4% | -48.4% | -31.3% |
| YTD | -26.9% | +31.9% | -58.8% | -29.4% |
| 1Y | -34.2% | +88.5% | -122.7% | -39.2% |
| 3Y | -43.6% | +173.1% | -216.7% | -51.0% |
| 5Y | -42.4% | +193.1% | -235.5% | -50.9% |
| All | +22.2% | +526.7% | -504.5% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling