-43.1%
ACI vs RACE
+93.6%
-136.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +0.2% | -2.5% | +2.7% | +0.4% |
| 30D | +5.9% | +0.8% | +5.1% | +5.8% |
| 3M | -19.8% | +17.2% | -36.9% | -21.1% |
| 6M | -24.7% | +13.6% | -38.3% | -25.9% |
| YTD | -24.4% | +12.2% | -36.6% | -25.5% |
| 1Y | -31.5% | -16.3% | -15.2% | -30.4% |
| 3Y | -38.7% | +36.4% | -75.1% | -42.6% |
| All | -43.1% | +93.6% | -136.6% | -50.6% |
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