+19.3%
ACI vs GNRC
+61.7%
-42.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.3% |
| 7D | -5.0% | +3.2% | -8.2% | -5.2% |
| 30D | -2.3% | -9.5% | +7.2% | -1.9% |
| 3M | -23.2% | -28.5% | +5.4% | -22.2% |
| 6M | -29.5% | -10.0% | -19.5% | -29.6% |
| YTD | -28.6% | +36.7% | -65.4% | -30.8% |
| 1Y | -34.0% | +2.6% | -36.6% | -35.0% |
| 3Y | -45.0% | +61.9% | -106.9% | -47.8% |
| 5Y | -44.0% | -59.0% | +15.0% | -43.4% |
| All | +19.3% | +61.7% | -42.4% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling