+32.6%
ACI vs RL
+527.6%
-495.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -5.3% | -4.4% | -0.9% | -5.1% |
| 30D | +5.0% | +5.6% | -0.5% | +4.7% |
| 3M | +7.5% | -0.6% | +8.2% | +7.5% |
| 6M | -16.0% | +15.5% | -31.5% | -16.6% |
| YTD | -20.6% | +12.3% | -33.0% | -21.3% |
| 1Y | -23.5% | +19.3% | -42.8% | -24.5% |
| 3Y | -32.1% | +255.5% | -287.7% | -38.5% |
| 5Y | -42.5% | +247.1% | -289.6% | -49.1% |
| All | +32.6% | +527.6% | -495.0% | +25.1% |
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