+26.3%
ACI vs HIG
+317.8%
-291.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | -0.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +5.9% | -3.2% | +9.1% | +6.4% |
| 3M | -19.8% | +9.1% | -28.9% | -20.8% |
| 6M | -24.7% | -1.8% | -23.0% | -24.7% |
| YTD | -24.4% | +1.8% | -26.2% | -24.7% |
| 1Y | -31.5% | +4.6% | -36.1% | -32.1% |
| 3Y | -38.7% | +101.6% | -140.3% | -43.4% |
| 5Y | -42.8% | +124.5% | -167.3% | -47.8% |
| All | +26.3% | +317.8% | -291.5% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling