-33.4%
ACI vs RGEN
+39.4%
-72.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.4% |
| 7D | -5.0% | -4.6% | -0.5% | -5.1% |
| 30D | -2.3% | +1.2% | -3.5% | -2.4% |
| 3M | -23.2% | +26.8% | -50.0% | -23.1% |
| 6M | -29.5% | +29.1% | -58.5% | -29.0% |
| YTD | -28.6% | +0.7% | -29.3% | -28.2% |
| All | -33.4% | +39.4% | -72.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling