-41.2%
ACI vs RBA
+37.7%
-78.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.2% |
| 7D | -2.2% | +4.3% | -6.5% | -2.7% |
| 30D | +10.3% | +16.3% | -6.0% | +8.2% |
| 3M | +7.2% | +1.3% | +5.9% | +6.8% |
| 6M | -18.0% | -11.1% | -6.9% | -17.2% |
| YTD | -22.0% | -8.5% | -13.5% | -21.8% |
| 1Y | -23.4% | -2.1% | -21.2% | -24.0% |
| 3Y | -35.8% | +44.6% | -80.4% | -40.6% |
| All | -41.2% | +37.7% | -78.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling