+19.3%
ACI vs RL
+433.0%
-413.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +1.0% | -2.2% |
| 7D | -5.0% | -0.3% | -4.8% | -5.0% |
| 30D | -2.3% | -17.5% | +15.2% | -1.3% |
| 3M | -23.2% | -14.0% | -9.2% | -22.6% |
| 6M | -29.5% | -2.0% | -27.5% | -29.4% |
| YTD | -28.6% | -4.6% | -24.0% | -28.5% |
| 1Y | -34.0% | +9.5% | -43.5% | -34.6% |
| 3Y | -45.0% | +200.5% | -245.4% | -49.7% |
| 5Y | -44.0% | +226.3% | -270.3% | -49.8% |
| All | +19.3% | +433.0% | -413.7% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling