+21.6%
ACI vs GNRC
+62.1%
-40.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +3.1% |
| 7D | -3.7% | -0.2% | -3.6% | -3.7% |
| 30D | +0.6% | -15.7% | +16.3% | +1.4% |
| 3M | -20.3% | -27.3% | +7.0% | -19.3% |
| 6M | -24.7% | -12.1% | -12.6% | -24.7% |
| YTD | -27.2% | +37.1% | -64.3% | -29.5% |
| 1Y | -32.7% | -0.5% | -32.3% | -33.6% |
| 3Y | -43.9% | +61.5% | -105.4% | -46.8% |
| 5Y | -38.9% | -58.6% | +19.7% | -38.2% |
| All | +21.6% | +62.1% | -40.6% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling