-23.7%
ACI vs RBA
-5.8%
-17.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | +2.3% | +1.7% | +0.5% | +2.1% |
| 30D | +1.2% | +8.3% | -7.1% | +0.7% |
| 3M | +6.8% | +10.5% | -3.8% | +5.8% |
| 6M | -18.7% | -5.9% | -12.9% | -18.7% |
| YTD | -20.2% | -6.9% | -13.4% | -22.7% |
| 1Y | -23.7% | -4.9% | -18.9% | -26.4% |
| All | -23.7% | -5.8% | -17.9% | -26.4% |
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 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