-31.5%
ACI vs FIVE
+66.7%
-98.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.4% |
| 7D | +0.2% | +4.3% | -4.1% | 0.0% |
| 30D | +5.9% | +12.5% | -6.6% | +5.7% |
| 3M | -19.8% | +31.2% | -51.0% | -19.8% |
| 6M | -24.7% | +14.4% | -39.1% | -25.2% |
| YTD | -24.4% | +33.9% | -58.3% | -25.3% |
| 1Y | -31.5% | +65.1% | -96.5% | -32.3% |
| All | -31.5% | +66.7% | -98.2% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling