+26.3%
ACI vs RJF
+324.9%
-298.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | -0.1% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | +5.9% | -1.3% | +7.2% | +6.1% |
| 3M | -19.8% | +18.9% | -38.7% | -21.4% |
| 6M | -24.7% | +15.0% | -39.8% | -26.0% |
| YTD | -24.4% | +12.2% | -36.6% | -25.5% |
| 1Y | -31.5% | +5.6% | -37.1% | -32.1% |
| 3Y | -38.7% | +74.9% | -113.5% | -43.2% |
| 5Y | -42.8% | +106.6% | -149.5% | -48.0% |
| All | +26.3% | +324.9% | -298.6% | +19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling