-23.4%
ACI vs FIVE
+55.9%
-79.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.2% |
| 30D | +10.3% | +17.7% | -7.4% | +9.5% |
| 3M | +7.2% | +4.0% | +3.2% | +7.1% |
| 6M | -18.0% | +2.6% | -20.6% | -18.4% |
| YTD | -22.0% | +27.6% | -49.6% | -23.3% |
| 1Y | -23.4% | +59.9% | -83.3% | -24.7% |
| All | -23.4% | +55.9% | -79.2% | -24.7% |
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