-43.1%
ACI vs FIVE
+31.2%
-74.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -0.6% |
| 7D | +0.2% | +4.3% | -4.1% | -0.1% |
| 30D | +5.9% | +12.5% | -6.6% | +5.3% |
| 3M | -19.8% | +31.2% | -51.0% | -20.8% |
| 6M | -24.7% | +14.4% | -39.1% | -25.4% |
| YTD | -24.4% | +33.9% | -58.3% | -25.7% |
| 1Y | -31.5% | +65.1% | -96.5% | -33.5% |
| 3Y | -38.7% | +49.0% | -87.7% | -40.1% |
| All | -43.1% | +31.2% | -74.3% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling