+26.3%
ACI vs REPL
-42.0%
+68.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +0.2% | -3.0% | +3.1% | +0.2% |
| 30D | +5.9% | +27.1% | -21.2% | +5.9% |
| 3M | -19.8% | +52.4% | -72.2% | -19.8% |
| 6M | -24.7% | +107.4% | -132.2% | -25.1% |
| YTD | -24.4% | +54.7% | -79.1% | -24.7% |
| 1Y | -31.5% | +158.9% | -190.4% | -32.0% |
| 3Y | -38.7% | -23.7% | -15.0% | -39.2% |
| 5Y | -42.8% | -54.3% | +11.5% | -43.8% |
| All | +26.3% | -42.0% | +68.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling