+32.6%
ACI vs RBA
+167.8%
-135.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | +5.0% | +9.0% | -3.9% | +4.0% |
| 3M | +7.5% | +7.2% | +0.4% | +6.5% |
| 6M | -16.0% | -7.8% | -8.3% | -15.6% |
| YTD | -20.6% | -6.4% | -14.3% | -20.7% |
| 1Y | -23.5% | -4.2% | -19.4% | -23.8% |
| 3Y | -32.1% | +64.1% | -96.2% | -37.4% |
| 5Y | -42.5% | +48.4% | -90.9% | -47.4% |
| All | +32.6% | +167.8% | -135.2% | +6.8% |
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