-16.9%
ACI vs ITOT
+14.7%
-31.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +4.0% |
| 7D | +4.5% | -0.7% | +5.2% | +4.3% |
| 30D | +20.9% | -1.1% | +21.9% | +20.5% |
| 3M | +15.2% | -0.8% | +16.1% | +15.0% |
| 6M | -13.3% | +7.0% | -20.3% | -11.1% |
| YTD | -16.2% | +13.3% | -29.5% | -11.7% |
| 1Y | -16.9% | +14.8% | -31.7% | -12.6% |
| All | -16.9% | +14.7% | -31.6% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling