-38.9%
ACI vs RACE
+36.9%
-75.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | +0.2% | -2.5% | +2.7% | +0.3% |
| 30D | +5.9% | +0.8% | +5.1% | +5.8% |
| 3M | -19.8% | +17.2% | -36.9% | -20.6% |
| 6M | -24.7% | +13.6% | -38.3% | -25.5% |
| YTD | -24.4% | +12.2% | -36.6% | -25.0% |
| 1Y | -31.5% | -16.3% | -15.2% | -30.9% |
| All | -38.9% | +36.9% | -75.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling