-40.6%
ACI vs PENG
+50.3%
-90.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.5% | +2.2% |
| 7D | -0.6% | -16.1% | +15.5% | -0.6% |
| 30D | +9.5% | -41.5% | +51.0% | +9.8% |
| 3M | +10.1% | -19.1% | +29.2% | +10.0% |
| 6M | -15.4% | +0.9% | -16.3% | -16.4% |
| YTD | -19.5% | +128.2% | -147.8% | -22.7% |
| 1Y | -21.0% | +98.6% | -119.6% | -23.8% |
| 3Y | -31.2% | +188.2% | -219.4% | -36.6% |
| 5Y | -40.6% | +55.5% | -96.1% | -43.7% |
| All | -40.6% | +50.3% | -90.9% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling