-16.9%
ACI vs FIVE
+63.3%
-80.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +3.3% |
| 7D | +4.5% | +7.5% | -3.0% | +4.1% |
| 30D | +20.9% | +16.7% | +4.1% | +20.0% |
| 3M | +15.2% | +13.4% | +1.9% | +14.9% |
| 6M | -13.3% | +9.0% | -22.4% | -14.0% |
| YTD | -16.2% | +33.8% | -50.0% | -17.7% |
| 1Y | -16.9% | +61.2% | -78.0% | -18.8% |
| All | -16.9% | +63.3% | -80.1% | -18.8% |
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