+21.6%
ACI vs RNG
-75.6%
+97.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -3.7% | -6.1% | +2.3% | -3.6% |
| 30D | +0.6% | +9.6% | -9.0% | +0.3% |
| 3M | -20.3% | +83.3% | -103.7% | -21.6% |
| 6M | -24.7% | +77.9% | -102.6% | -26.0% |
| YTD | -27.2% | +139.9% | -167.1% | -29.3% |
| 1Y | -32.7% | +121.7% | -154.4% | -34.5% |
| 3Y | -43.9% | +121.9% | -165.8% | -45.8% |
| 5Y | -38.9% | -68.4% | +29.5% | -42.7% |
| All | +21.6% | -75.6% | +97.2% | +8.1% |
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