-16.9%
ACI vs HIG
+12.7%
-29.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.2% | +2.5% |
| 7D | +4.5% | +6.2% | -1.7% | +1.9% |
| 30D | +20.9% | +9.4% | +11.4% | +16.8% |
| 3M | +15.2% | -2.3% | +17.6% | +15.5% |
| 6M | -13.3% | +4.2% | -17.5% | -15.3% |
| YTD | -16.2% | +1.6% | -17.8% | -18.2% |
| 1Y | -16.9% | +9.9% | -26.8% | -20.5% |
| All | -16.9% | +12.7% | -29.6% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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