-39.7%
ACI vs NTR
+45.7%
-85.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.6% | +3.3% |
| 7D | -3.7% | -1.3% | -2.5% | -3.6% |
| 30D | +0.6% | +16.8% | -16.2% | -1.5% |
| 3M | -20.3% | +20.7% | -41.1% | -22.3% |
| 6M | -24.7% | +0.5% | -25.2% | -25.0% |
| YTD | -27.2% | +29.2% | -56.4% | -30.1% |
| 1Y | -32.7% | +39.6% | -72.3% | -36.2% |
| 3Y | -43.9% | +37.9% | -81.8% | -47.2% |
| All | -39.7% | +45.7% | -85.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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