-42.3%
ACI vs FIVE
+18.5%
-60.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.4% |
| 7D | -0.5% | +2.4% | -2.9% | -0.6% |
| 30D | +4.9% | +15.8% | -10.9% | +4.1% |
| 3M | +11.1% | +3.8% | +7.3% | +10.8% |
| 6M | -14.9% | +18.5% | -33.5% | -15.7% |
| YTD | -19.6% | +31.2% | -50.8% | -20.9% |
| 1Y | -22.7% | +61.8% | -84.5% | -24.8% |
| 3Y | -31.2% | +39.9% | -71.1% | -32.3% |
| 5Y | -42.3% | +18.3% | -60.6% | -44.6% |
| All | -42.3% | +18.5% | -60.9% | -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