-41.2%
ACI vs PENG
+42.1%
-83.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +12.4% | -15.8% | -3.4% |
| 7D | -2.2% | -19.4% | +17.2% | -2.2% |
| 30D | +10.3% | -42.4% | +52.7% | +10.5% |
| 3M | +7.2% | -25.6% | +32.8% | +7.1% |
| 6M | -18.0% | +7.3% | -25.3% | -19.3% |
| YTD | -22.0% | +113.9% | -135.8% | -25.1% |
| 1Y | -23.4% | +93.6% | -116.9% | -26.2% |
| 3Y | -35.8% | +170.2% | -206.0% | -40.8% |
| All | -41.2% | +42.1% | -83.3% | -44.5% |
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