-23.7%
ACI vs RNG
+176.7%
-200.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.3% |
| 6M | -18.7% | +95.7% | -114.4% | -19.3% |
| YTD | -20.2% | +162.9% | -183.1% | -21.6% |
| 1Y | -23.7% | +180.3% | -204.0% | -25.4% |
| All | -23.7% | +176.7% | -200.4% | -25.4% |
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