+31.5%
ACI vs ES
+7.6%
+24.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -5.9% | -0.1% | -5.8% | -5.9% |
| 30D | +7.2% | +5.7% | +1.5% | +6.0% |
| 3M | +8.8% | -2.8% | +11.6% | +9.4% |
| 6M | -17.2% | +7.0% | -24.1% | -18.4% |
| YTD | -21.3% | +6.8% | -28.0% | -22.5% |
| 1Y | -23.7% | -0.5% | -23.3% | -24.0% |
| 3Y | -32.8% | +47.2% | -80.0% | -39.4% |
| 5Y | -41.4% | +2.3% | -43.6% | -41.6% |
| All | +31.5% | +7.6% | +24.0% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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