-42.4%
ACI vs GEN
+22.3%
-64.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | -2.9% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | +1.1% | +2.6% | -1.6% | +0.7% |
| 3M | -23.6% | +15.8% | -39.4% | -25.0% |
| 6M | -29.9% | +33.1% | -63.1% | -32.3% |
| YTD | -26.9% | +11.3% | -38.2% | -28.0% |
| 1Y | -34.2% | +1.7% | -35.9% | -34.6% |
| 3Y | -43.6% | +58.1% | -101.8% | -47.5% |
| 5Y | -42.4% | +20.6% | -63.0% | -44.0% |
| All | -42.4% | +22.3% | -64.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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