+34.3%
ACI vs GAP
+110.6%
-76.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -0.5% | -5.2% | +4.7% | -0.1% |
| 30D | +4.9% | -6.9% | +11.8% | +5.4% |
| 3M | +11.1% | +5.7% | +5.4% | +10.6% |
| 6M | -14.9% | +0.9% | -15.8% | -15.2% |
| YTD | -19.6% | -14.5% | -5.1% | -19.3% |
| 1Y | -22.7% | -12.1% | -10.6% | -22.6% |
| 3Y | -31.2% | +72.2% | -103.4% | -35.8% |
| 5Y | -42.3% | +4.5% | -46.9% | -46.0% |
| All | +34.3% | +110.6% | -76.3% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling