-44.0%
ACI vs ITUB
+186.4%
-230.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.1% |
| 30D | -2.3% | +2.6% | -4.9% | -2.6% |
| 3M | -23.2% | +8.4% | -31.6% | -23.8% |
| 6M | -29.5% | -0.5% | -28.9% | -29.7% |
| YTD | -28.6% | +15.3% | -43.9% | -30.3% |
| 1Y | -34.0% | +28.7% | -62.8% | -36.5% |
| 3Y | -45.0% | +118.7% | -163.6% | -51.3% |
| 5Y | -44.0% | +182.7% | -226.7% | -53.9% |
| All | -44.0% | +186.4% | -230.4% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling