-31.1%
ACI vs FIVE
+40.2%
-71.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | -0.5% | +2.4% | -2.9% | -0.5% |
| 30D | +4.9% | +15.8% | -10.9% | +4.7% |
| 3M | +11.1% | +3.8% | +7.3% | +11.0% |
| 6M | -14.9% | +18.5% | -33.5% | -15.1% |
| YTD | -19.6% | +31.2% | -50.8% | -19.9% |
| 1Y | -22.7% | +61.8% | -84.5% | -23.1% |
| All | -31.1% | +40.2% | -71.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling