+34.3%
ACI vs RCAT
+257.7%
-223.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.3% | +9.6% | +1.3% |
| 7D | -0.5% | +15.6% | -16.0% | -0.5% |
| 30D | +4.9% | -24.1% | +29.0% | +5.0% |
| 3M | +11.1% | -61.9% | +73.0% | +11.4% |
| 6M | -14.9% | -64.3% | +49.4% | -14.7% |
| YTD | -19.6% | -50.4% | +30.8% | -19.7% |
| 1Y | -22.7% | -54.0% | +31.3% | -22.8% |
| 3Y | -31.2% | +347.2% | -378.4% | -32.9% |
| 5Y | -42.3% | +45.7% | -88.1% | -43.6% |
| All | +34.3% | +257.7% | -223.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling