+19.3%
ACI vs PSLV
+241.0%
-221.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.8% | -2.5% |
| 7D | -5.0% | +3.3% | -8.4% | -5.1% |
| 30D | -2.3% | +2.1% | -4.4% | -2.4% |
| 3M | -23.2% | +7.1% | -30.3% | -23.4% |
| 6M | -29.5% | -21.6% | -7.9% | -29.0% |
| YTD | -28.6% | -6.7% | -21.9% | -29.2% |
| 1Y | -34.0% | +59.3% | -93.3% | -36.4% |
| 3Y | -45.0% | +182.1% | -227.1% | -48.9% |
| 5Y | -44.0% | +162.6% | -206.6% | -48.5% |
| All | +19.3% | +241.0% | -221.7% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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