-18.7%
ACI vs ITUB
-5.6%
-13.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -2.9% | -0.7% |
| 7D | +2.3% | +1.9% | +0.4% | +2.3% |
| 30D | +1.2% | -22.2% | +23.4% | 0.0% |
| 3M | +6.8% | +2.7% | +4.1% | +5.6% |
| 6M | -18.7% | -3.0% | -15.8% | -19.4% |
| All | -18.7% | -5.6% | -13.1% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling