+30.3%
ACI vs RACE
+152.7%
-122.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.2% |
| 7D | -2.2% | +5.1% | -7.3% | -2.8% |
| 30D | +10.3% | +7.7% | +2.6% | +9.3% |
| 3M | +7.2% | +2.2% | +5.0% | +6.8% |
| 6M | -18.0% | +23.8% | -41.8% | -20.2% |
| YTD | -22.0% | +13.9% | -35.9% | -23.5% |
| 1Y | -23.4% | +3.8% | -27.1% | -23.9% |
| 3Y | -35.8% | +28.0% | -63.9% | -39.5% |
| 5Y | -43.7% | +64.9% | -108.6% | -50.0% |
| All | +30.3% | +152.7% | -122.4% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling