-42.3%
ACI vs ES
+6.0%
-48.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.1% |
| 7D | -0.5% | -1.1% | +0.6% | -0.2% |
| 30D | +4.9% | +8.2% | -3.3% | +3.0% |
| 3M | +11.1% | +0.6% | +10.5% | +10.9% |
| 6M | -14.9% | +6.0% | -20.9% | -16.2% |
| YTD | -19.6% | +9.3% | -28.9% | -21.5% |
| 1Y | -22.7% | +1.1% | -23.8% | -23.4% |
| 3Y | -31.2% | +51.9% | -83.2% | -40.0% |
| 5Y | -42.3% | +6.5% | -48.8% | -42.8% |
| All | -42.3% | +6.0% | -48.3% | -42.8% |
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 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