-43.1%
ACI vs RBA
+45.3%
-88.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +0.2% | -2.9% | +3.1% | +0.5% |
| 30D | +5.9% | -12.3% | +18.2% | +7.4% |
| 3M | -19.8% | -20.5% | +0.7% | -17.8% |
| 6M | -24.7% | -18.5% | -6.2% | -23.2% |
| YTD | -24.4% | -18.2% | -6.2% | -23.1% |
| 1Y | -31.5% | -27.5% | -4.0% | -29.2% |
| 3Y | -38.7% | +38.1% | -76.8% | -43.1% |
| All | -43.1% | +45.3% | -88.3% | -47.4% |
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