-41.2%
ACI vs RL
+226.8%
-268.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -2.2% | -4.2% | +1.9% | -1.9% |
| 30D | +10.3% | +4.3% | +6.0% | +10.0% |
| 3M | +7.2% | -4.6% | +11.8% | +7.5% |
| 6M | -18.0% | +1.7% | -19.7% | -18.1% |
| YTD | -22.0% | +7.3% | -29.3% | -22.6% |
| 1Y | -23.4% | +20.8% | -44.2% | -24.9% |
| 3Y | -35.8% | +247.0% | -282.8% | -45.6% |
| All | -41.2% | +226.8% | -268.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling