-31.5%
ACI vs GNRC
+6.8%
-38.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | +0.2% | +1.9% | -1.8% | +0.1% |
| 30D | +5.9% | -13.8% | +19.7% | +6.1% |
| 3M | -19.8% | -32.6% | +12.9% | -19.8% |
| 6M | -24.7% | -15.2% | -9.6% | -25.3% |
| YTD | -24.4% | +37.4% | -61.8% | -31.0% |
| 1Y | -31.5% | +5.1% | -36.6% | -35.7% |
| All | -31.5% | +6.8% | -38.3% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling