+33.3%
ACI vs FIVE
+133.2%
-99.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.3% | +2.7% | -0.4% | +2.1% |
| 30D | +1.2% | +12.7% | -11.4% | +0.7% |
| 3M | +6.8% | +2.1% | +4.7% | +6.6% |
| 6M | -18.7% | +17.5% | -36.2% | -19.4% |
| YTD | -20.2% | +31.0% | -51.2% | -21.4% |
| 1Y | -23.7% | +67.7% | -91.5% | -25.8% |
| 3Y | -31.6% | +43.4% | -75.0% | -33.2% |
| 5Y | -42.8% | +18.1% | -60.9% | -44.9% |
| All | +33.3% | +133.2% | -99.9% | +19.5% |
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