+34.3%
ACI vs RL
+522.4%
-488.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -0.5% | +2.4% | -2.8% | -0.6% |
| 30D | +4.9% | +4.6% | +0.3% | +4.6% |
| 3M | +11.1% | -1.1% | +12.2% | +11.1% |
| 6M | -14.9% | +16.5% | -31.5% | -15.6% |
| YTD | -19.6% | +11.4% | -31.0% | -20.2% |
| 1Y | -22.7% | +16.1% | -38.8% | -23.5% |
| 3Y | -31.2% | +252.6% | -283.9% | -37.7% |
| 5Y | -42.3% | +244.9% | -287.2% | -48.9% |
| All | +34.3% | +522.4% | -488.1% | +26.8% |
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