+33.3%
ACI vs RNG
-73.2%
+106.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +2.3% | +4.6% | -2.3% | +2.1% |
| 30D | +1.2% | +0.4% | +0.8% | +1.2% |
| 3M | +6.8% | +11.4% | -4.6% | +6.4% |
| 6M | -18.7% | +95.7% | -114.4% | -20.3% |
| YTD | -20.2% | +162.9% | -183.1% | -22.8% |
| 1Y | -23.7% | +180.3% | -204.0% | -26.3% |
| 3Y | -31.6% | +188.3% | -220.0% | -34.3% |
| 5Y | -42.8% | -72.5% | +29.7% | -47.2% |
| All | +33.3% | -73.2% | +106.5% | +18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling