-31.6%
ACI vs RL
+250.5%
-282.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +2.3% | +2.6% | -0.3% | +2.2% |
| 30D | +1.2% | +2.9% | -1.7% | +1.2% |
| 3M | +6.8% | 0.0% | +6.8% | +6.7% |
| 6M | -18.7% | +17.1% | -35.8% | -18.7% |
| YTD | -20.2% | +10.1% | -30.3% | -20.2% |
| 1Y | -23.7% | +17.3% | -41.0% | -24.0% |
| 3Y | -31.6% | +249.3% | -281.0% | -40.1% |
| All | -31.6% | +250.5% | -282.2% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling