-23.5%
ACI vs RL
+19.4%
-42.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -5.3% | -4.4% | -0.9% | -5.3% |
| 30D | +5.0% | +5.6% | -0.5% | +5.2% |
| 3M | +7.5% | -0.6% | +8.2% | +7.1% |
| 6M | -16.0% | +15.5% | -31.5% | -14.0% |
| YTD | -20.6% | +12.3% | -33.0% | -19.3% |
| 1Y | -23.5% | +19.3% | -42.8% | -22.9% |
| All | -23.5% | +19.4% | -42.9% | -22.9% |
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