-29.5%
ACI vs IRE
-97.3%
+67.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +0.8% |
| 7D | -5.9% | -15.5% | +9.6% | -5.8% |
| 30D | +7.2% | -70.4% | +77.6% | +4.3% |
| 3M | +8.8% | -81.6% | +90.4% | +5.0% |
| 6M | -17.2% | -94.7% | +77.5% | -20.5% |
| YTD | -21.3% | -91.8% | +70.5% | -23.3% |
| 1Y | -23.7% | -97.6% | +73.8% | -27.0% |
| All | -29.5% | -97.3% | +67.8% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling