-44.0%
ACI vs LEN
-10.6%
-33.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -5.0% | -3.4% | -1.7% | -4.6% |
| 30D | -2.3% | -5.7% | +3.3% | -1.5% |
| 3M | -23.2% | -12.2% | -11.0% | -21.9% |
| 6M | -29.5% | -18.3% | -11.2% | -27.7% |
| YTD | -28.6% | -20.2% | -8.4% | -26.6% |
| 1Y | -34.0% | -40.1% | +6.0% | -29.5% |
| 3Y | -45.0% | -26.2% | -18.8% | -44.3% |
| 5Y | -44.0% | -9.8% | -34.2% | -50.5% |
| All | -44.0% | -10.6% | -33.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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