+26.3%
ACI vs RL
+457.7%
-431.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.4% | -0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +5.9% | -7.8% | +13.7% | +6.3% |
| 3M | -19.8% | -4.0% | -15.8% | -19.6% |
| 6M | -24.7% | -1.9% | -22.9% | -24.7% |
| YTD | -24.4% | -0.2% | -24.2% | -24.5% |
| 1Y | -31.5% | +10.7% | -42.2% | -32.1% |
| 3Y | -38.7% | +210.8% | -249.4% | -44.1% |
| 5Y | -42.8% | +238.2% | -281.0% | -48.9% |
| All | +26.3% | +457.7% | -431.4% | +20.0% |
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