-22.7%
ACI vs RBA
-5.6%
-17.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -0.5% | -0.5% | +0.1% | -0.4% |
| 30D | +4.9% | +6.8% | -1.9% | +4.5% |
| 3M | +11.1% | +9.5% | +1.7% | +10.2% |
| 6M | -14.9% | -8.2% | -6.7% | -15.0% |
| YTD | -19.6% | -7.7% | -11.9% | -21.8% |
| 1Y | -22.7% | -6.9% | -15.8% | -25.0% |
| All | -22.7% | -5.6% | -17.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling