+34.3%
ACI vs RBA
+163.8%
-129.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +4.9% | +6.8% | -1.9% | +4.1% |
| 3M | +11.1% | +9.5% | +1.7% | +9.9% |
| 6M | -14.9% | -8.2% | -6.7% | -14.4% |
| YTD | -19.6% | -7.7% | -11.9% | -19.5% |
| 1Y | -22.7% | -6.9% | -15.8% | -22.7% |
| 3Y | -31.2% | +61.6% | -92.9% | -36.5% |
| 5Y | -42.3% | +44.7% | -87.0% | -47.1% |
| All | +34.3% | +163.8% | -129.5% | +8.4% |
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