-42.4%
ACI vs PENG
+56.5%
-98.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.8% |
| 7D | +2.3% | +13.2% | -11.0% | +2.3% |
| 30D | +1.2% | -29.9% | +31.2% | +1.4% |
| 3M | +6.8% | -22.2% | +29.0% | +6.8% |
| 6M | -18.7% | -1.9% | -16.8% | -19.5% |
| YTD | -20.2% | +142.1% | -162.3% | -23.3% |
| 1Y | -23.7% | +151.5% | -175.2% | -26.8% |
| 3Y | -31.6% | +206.9% | -238.6% | -36.9% |
| All | -42.4% | +56.5% | -98.9% | -44.9% |
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