+21.6%
ACI vs NTRS
+194.5%
-172.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.1% | +2.2% | +3.1% |
| 7D | -3.7% | +1.4% | -5.1% | -3.9% |
| 30D | +0.6% | -0.7% | +1.2% | +0.7% |
| 3M | -20.3% | +11.3% | -31.6% | -21.4% |
| 6M | -24.7% | +35.5% | -60.2% | -27.5% |
| YTD | -27.2% | +40.6% | -67.8% | -30.4% |
| 1Y | -32.7% | +49.2% | -81.9% | -36.2% |
| 3Y | -43.9% | +167.2% | -211.1% | -51.2% |
| 5Y | -38.9% | +94.9% | -133.8% | -45.0% |
| All | +21.6% | +194.5% | -172.9% | +12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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