-40.3%
ACI vs RBA
+32.9%
-73.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +0.2% | -2.9% | +3.1% | +0.3% |
| 30D | +5.9% | -12.3% | +18.2% | +6.7% |
| 3M | -19.8% | -20.5% | +0.7% | -18.6% |
| 6M | -24.7% | -18.5% | -6.2% | -23.8% |
| YTD | -24.4% | -18.2% | -6.2% | -23.7% |
| 1Y | -31.5% | -27.5% | -4.0% | -30.1% |
| All | -40.3% | +32.9% | -73.2% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling