-40.8%
ACI vs GAP
+3.0%
-43.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -7.1% | -6.3% | -0.8% | -6.6% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -22.3% | 0.0% | -22.3% | -22.3% |
| 6M | -28.4% | -8.1% | -20.3% | -28.2% |
| YTD | -29.5% | -16.5% | -13.0% | -29.1% |
| 1Y | -34.2% | -10.5% | -23.8% | -34.3% |
| 3Y | -45.7% | +104.0% | -149.6% | -50.9% |
| 5Y | -40.8% | +6.8% | -47.5% | -43.6% |
| All | -40.8% | +3.0% | -43.8% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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