-42.4%
ACI vs REPL
-35.0%
-7.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.8% |
| 7D | +2.3% | +1.2% | +1.0% | +2.3% |
| 30D | +1.2% | +92.2% | -90.9% | +1.2% |
| 3M | +6.8% | +44.1% | -37.3% | +6.8% |
| 6M | -18.7% | +313.0% | -331.7% | -18.9% |
| YTD | -20.2% | +125.2% | -145.4% | -20.5% |
| 1Y | -23.7% | +143.8% | -167.5% | -24.0% |
| 3Y | -31.6% | +104.2% | -135.8% | -33.6% |
| All | -42.4% | -35.0% | -7.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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