-43.1%
ACI vs RACE
+66.5%
-109.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | -3.9% | -1.5% | -4.9% |
| 30D | +5.0% | +6.8% | -1.8% | +4.3% |
| 3M | +7.5% | +1.3% | +6.2% | +7.3% |
| 6M | -16.0% | +26.3% | -42.3% | -18.0% |
| YTD | -20.6% | +13.8% | -34.4% | -21.9% |
| 1Y | -23.5% | -0.5% | -23.1% | -23.6% |
| 3Y | -32.1% | +25.6% | -57.8% | -35.3% |
| All | -43.1% | +66.5% | -109.6% | -50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling