-45.0%
ACI vs ITUB
+114.2%
-159.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.4% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -2.3% | +2.6% | -4.9% | -2.4% |
| 3M | -23.2% | +8.4% | -31.6% | -23.2% |
| 6M | -29.5% | -0.5% | -28.9% | -29.5% |
| YTD | -28.6% | +15.3% | -43.9% | -29.6% |
| 1Y | -34.0% | +28.7% | -62.8% | -35.4% |
| All | -45.0% | +114.2% | -159.2% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling