+31.5%
ACI vs RBA
+168.1%
-136.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.7% |
| 7D | -5.9% | +2.5% | -8.4% | -6.2% |
| 30D | +7.2% | +11.6% | -4.3% | +5.8% |
| 3M | +8.8% | +1.5% | +7.3% | +8.4% |
| 6M | -17.2% | -6.6% | -10.6% | -16.9% |
| YTD | -21.3% | -6.3% | -15.0% | -21.3% |
| 1Y | -23.7% | -4.0% | -19.8% | -24.0% |
| 3Y | -32.8% | +47.3% | -80.1% | -37.2% |
| 5Y | -41.4% | +47.7% | -89.0% | -46.4% |
| All | +31.5% | +168.1% | -136.5% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling