+31.5%
ACI vs RL
+534.7%
-503.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | +0.6% |
| 7D | -5.9% | +0.2% | -6.2% | -5.9% |
| 30D | +7.2% | +7.3% | -0.1% | +6.8% |
| 3M | +8.8% | +1.0% | +7.8% | +8.7% |
| 6M | -17.2% | +11.8% | -29.0% | -17.7% |
| YTD | -21.3% | +13.6% | -34.9% | -21.9% |
| 1Y | -23.7% | +24.0% | -47.8% | -24.8% |
| 3Y | -32.8% | +256.6% | -289.4% | -39.2% |
| 5Y | -41.4% | +240.2% | -281.6% | -48.2% |
| All | +31.5% | +534.7% | -503.2% | +24.1% |
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