-40.8%
ACI vs ITOT
+71.8%
-112.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.6% | -1.1% |
| 7D | -7.1% | -2.0% | -5.0% | -6.6% |
| 30D | -4.5% | -2.0% | -2.5% | -4.0% |
| 3M | -22.3% | +4.5% | -26.8% | -23.1% |
| 6M | -28.4% | +12.6% | -41.1% | -30.7% |
| YTD | -29.5% | +12.0% | -41.5% | -31.7% |
| 1Y | -34.2% | +17.3% | -51.5% | -37.2% |
| 3Y | -45.7% | +75.2% | -120.9% | -55.6% |
| 5Y | -40.8% | +74.0% | -114.8% | -54.8% |
| All | -40.8% | +71.8% | -112.6% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling