+22.2%
ACI vs FIVE
+140.1%
-118.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.3% |
| 7D | -2.6% | +3.7% | -6.2% | -2.7% |
| 30D | +1.1% | +4.0% | -2.9% | +0.9% |
| 3M | -23.6% | +36.2% | -59.9% | -24.7% |
| 6M | -29.9% | +18.0% | -48.0% | -30.6% |
| YTD | -26.9% | +34.9% | -61.7% | -28.0% |
| 1Y | -34.2% | +67.9% | -102.2% | -36.0% |
| 3Y | -43.6% | +57.3% | -100.9% | -45.3% |
| 5Y | -42.4% | +39.5% | -81.9% | -44.7% |
| All | +22.2% | +140.1% | -118.0% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling