-40.8%
ACI vs RNG
-70.1%
+29.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -7.1% | -9.6% | +2.5% | -6.7% |
| 30D | -4.5% | +8.8% | -13.3% | -4.8% |
| 3M | -22.3% | +78.6% | -100.9% | -23.9% |
| 6M | -28.4% | +70.3% | -98.7% | -30.0% |
| YTD | -29.5% | +140.3% | -169.9% | -32.3% |
| 1Y | -34.2% | +126.6% | -160.8% | -36.7% |
| 3Y | -45.7% | +120.2% | -165.9% | -48.1% |
| 5Y | -40.8% | -68.3% | +27.5% | -43.4% |
| All | -40.8% | -70.1% | +29.3% | -43.4% |
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