-31.5%
ACI vs RNG
+144.7%
-176.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | +0.2% | +5.8% | -5.6% | 0.0% |
| 30D | +5.9% | +19.6% | -13.7% | +5.4% |
| 3M | -19.8% | +67.0% | -86.8% | -20.4% |
| 6M | -24.7% | +88.4% | -113.1% | -25.4% |
| YTD | -24.4% | +155.5% | -179.9% | -26.0% |
| 1Y | -31.5% | +141.7% | -173.2% | -33.1% |
| All | -31.5% | +144.7% | -176.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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