-31.6%
ACI vs RJF
+76.6%
-108.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +2.3% | +3.6% | -1.3% | +1.7% |
| 30D | +1.2% | +7.2% | -6.0% | +0.3% |
| 3M | +6.8% | -6.5% | +13.3% | +7.6% |
| 6M | -18.7% | +10.3% | -29.0% | -19.6% |
| YTD | -20.2% | +6.5% | -26.7% | -20.6% |
| 1Y | -23.7% | +6.1% | -29.8% | -24.1% |
| 3Y | -31.6% | +74.9% | -106.5% | -38.4% |
| All | -31.6% | +76.6% | -108.3% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 3y: compounded portfolio wealth divided by compounded RJF 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…
3y analysis · Full analysis span regression · 6 months rolling