-29.0%
ACI vs IRE
-97.5%
+68.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.1% | -13.5% | -0.9% |
| 7D | -5.3% | -15.1% | +9.8% | -5.3% |
| 30D | +5.0% | -71.4% | +76.4% | +2.1% |
| 3M | +7.5% | -81.2% | +88.7% | +3.8% |
| 6M | -16.0% | -93.7% | +77.7% | -19.2% |
| YTD | -20.6% | -92.2% | +71.6% | -22.8% |
| 1Y | -23.5% | -97.3% | +73.7% | -26.6% |
| All | -29.0% | -97.5% | +68.5% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling