+34.9%
ACI vs PENG
+192.2%
-157.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.0% | +19.4% | -3.6% |
| 7D | +3.5% | -36.7% | +40.2% | +3.6% |
| 30D | +16.8% | -42.0% | +58.8% | +16.9% |
| 3M | +13.1% | -33.2% | +46.3% | +13.1% |
| 6M | -15.6% | +2.1% | -17.8% | -16.9% |
| YTD | -19.2% | +90.3% | -109.5% | -21.9% |
| 1Y | -20.7% | +67.7% | -88.3% | -23.1% |
| 3Y | -33.4% | +154.2% | -187.6% | -37.6% |
| 5Y | -41.7% | +28.3% | -70.0% | -45.6% |
| All | +34.9% | +192.2% | -157.3% | +27.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling