-34.2%
ACI vs RNG
+120.2%
-154.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -7.1% | -9.6% | +2.5% | -6.8% |
| 30D | -4.5% | +8.8% | -13.3% | -4.7% |
| 3M | -22.3% | +78.6% | -100.9% | -22.6% |
| 6M | -28.4% | +70.3% | -98.7% | -28.8% |
| YTD | -29.5% | +140.3% | -169.9% | -30.6% |
| 1Y | -34.2% | +126.6% | -160.8% | -36.2% |
| All | -34.2% | +120.2% | -154.5% | -36.2% |
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