-34.2%
ACI vs RL
+11.4%
-45.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.1% | -3.3% |
| 7D | -2.6% | +1.9% | -4.4% | -2.6% |
| 30D | +1.1% | -12.2% | +13.3% | +0.9% |
| 3M | -23.6% | -6.6% | -17.0% | -23.4% |
| 6M | -29.9% | +3.2% | -33.1% | -28.4% |
| YTD | -26.9% | -1.3% | -25.6% | -26.0% |
| 1Y | -34.2% | +13.6% | -47.8% | -35.9% |
| All | -34.2% | +11.4% | -45.7% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling