-41.2%
ACI vs REPL
-35.6%
-5.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.4% | -3.4% |
| 7D | -2.2% | +22.8% | -25.0% | -2.2% |
| 30D | +10.3% | +63.8% | -53.5% | +10.3% |
| 3M | +7.2% | +68.1% | -60.9% | +7.2% |
| 6M | -18.0% | +528.5% | -546.5% | -18.4% |
| YTD | -22.0% | +122.4% | -144.4% | -22.2% |
| 1Y | -23.4% | +154.4% | -177.7% | -23.7% |
| 3Y | -35.8% | +68.0% | -103.8% | -37.2% |
| All | -41.2% | -35.6% | -5.6% | -44.9% |
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