+30.3%
ACI vs RL
+499.7%
-469.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.3% |
| 7D | -2.2% | -4.2% | +1.9% | -2.0% |
| 30D | +10.3% | +4.3% | +6.0% | +10.1% |
| 3M | +7.2% | -4.6% | +11.8% | +7.4% |
| 6M | -18.0% | +1.7% | -19.7% | -18.1% |
| YTD | -22.0% | +7.3% | -29.3% | -22.4% |
| 1Y | -23.4% | +20.8% | -44.2% | -24.4% |
| 3Y | -35.8% | +247.0% | -282.8% | -41.8% |
| 5Y | -43.7% | +225.5% | -269.1% | -50.0% |
| All | +30.3% | +499.7% | -469.4% | +23.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling