+26.3%
ACI vs ITUB
+236.3%
-210.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +0.2% | +8.7% | -8.5% | -0.5% |
| 30D | +5.9% | -0.7% | +6.6% | +5.9% |
| 3M | -19.8% | +7.8% | -27.6% | -20.3% |
| 6M | -24.7% | -3.4% | -21.3% | -24.7% |
| YTD | -24.4% | +16.3% | -40.7% | -26.0% |
| 1Y | -31.5% | +29.8% | -61.3% | -33.7% |
| 3Y | -38.7% | +111.1% | -149.8% | -44.2% |
| 5Y | -42.8% | +173.6% | -216.4% | -50.1% |
| All | +26.3% | +236.3% | -210.0% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling