-34.8%
ACI vs ITUB
+30.9%
-65.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.7% | -4.0% | -1.1% |
| 7D | -7.1% | +1.0% | -8.0% | -7.0% |
| 30D | -4.5% | +10.7% | -15.2% | -3.8% |
| 3M | -22.3% | +10.1% | -32.3% | -21.6% |
| 6M | -28.4% | -0.1% | -28.3% | -28.2% |
| YTD | -29.5% | +18.4% | -47.9% | -30.8% |
| All | -34.8% | +30.9% | -65.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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