-41.2%
ACI vs ES
+1.4%
-42.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.7% |
| 7D | -2.2% | +1.9% | -4.1% | -2.6% |
| 30D | +10.3% | +7.1% | +3.2% | +8.6% |
| 3M | +7.2% | -1.9% | +9.1% | +7.6% |
| 6M | -18.0% | +4.4% | -22.4% | -18.9% |
| YTD | -22.0% | +7.3% | -29.3% | -23.5% |
| 1Y | -23.4% | +2.1% | -25.5% | -24.2% |
| 3Y | -35.8% | +41.8% | -77.7% | -42.7% |
| All | -41.2% | +1.4% | -42.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling