-44.0%
ACI vs INDA
+5.9%
-49.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | -5.0% | -2.6% | -2.4% | -4.6% |
| 30D | -2.3% | -2.9% | +0.6% | -1.8% |
| 3M | -23.2% | +2.4% | -25.6% | -23.5% |
| 6M | -29.5% | -2.6% | -26.9% | -29.1% |
| YTD | -28.6% | -10.0% | -18.7% | -27.2% |
| 1Y | -34.0% | -7.7% | -26.4% | -33.1% |
| 3Y | -45.0% | +8.9% | -53.9% | -46.1% |
| 5Y | -44.0% | +6.0% | -50.0% | -47.7% |
| All | -44.0% | +5.9% | -49.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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