-23.1%
ACI vs PENG
+143.7%
-166.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.4% |
| 7D | -0.5% | +34.6% | -35.1% | +1.1% |
| 30D | +4.9% | -35.9% | +40.8% | +3.7% |
| 3M | +11.1% | -14.7% | +25.8% | +11.0% |
| 6M | -14.9% | +13.5% | -28.4% | -15.6% |
| YTD | -19.6% | +156.1% | -175.7% | -22.1% |
| All | -23.1% | +143.7% | -166.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling