-40.8%
ACI vs HIG
+118.8%
-159.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -7.1% | -2.3% | -4.8% | -6.5% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | -22.3% | +6.3% | -28.6% | -23.5% |
| 6M | -28.4% | +0.6% | -29.0% | -28.7% |
| YTD | -29.5% | +0.6% | -30.1% | -29.8% |
| 1Y | -34.2% | +6.1% | -40.3% | -35.4% |
| 3Y | -45.7% | +102.0% | -147.6% | -54.8% |
| 5Y | -40.8% | +119.2% | -160.0% | -52.3% |
| All | -40.8% | +118.8% | -159.5% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling