-42.0%
ACI vs RNG
-71.9%
+29.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.3% | +1.3% |
| 7D | -0.5% | +2.3% | -2.7% | -0.5% |
| 30D | +4.9% | -3.4% | +8.3% | +5.0% |
| 3M | +11.1% | +20.9% | -9.8% | +10.1% |
| 6M | -14.9% | +82.2% | -97.1% | -17.1% |
| YTD | -19.6% | +164.6% | -184.2% | -23.4% |
| 1Y | -22.7% | +177.0% | -199.7% | -26.5% |
| 3Y | -31.2% | +177.4% | -208.7% | -35.2% |
| All | -42.0% | -71.9% | +29.9% | -45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling