+30.3%
ACI vs FIVE
+127.1%
-96.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 6M | -18.0% | +2.6% | -20.6% | -18.2% |
| YTD | -22.0% | +27.6% | -49.6% | -23.1% |
| 1Y | -23.4% | +59.9% | -83.3% | -25.2% |
| 3Y | -35.8% | +35.8% | -71.6% | -37.0% |
| 5Y | -43.7% | +14.4% | -58.1% | -45.7% |
| All | +30.3% | +127.1% | -96.8% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling