+26.3%
ACI vs RNG
-74.0%
+100.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | +0.2% | +5.8% | -5.6% | 0.0% |
| 30D | +5.9% | +19.6% | -13.7% | +5.4% |
| 3M | -19.8% | +67.0% | -86.8% | -20.9% |
| 6M | -24.7% | +88.4% | -113.1% | -26.2% |
| YTD | -24.4% | +155.5% | -179.9% | -26.7% |
| 1Y | -31.5% | +141.7% | -173.2% | -33.5% |
| 3Y | -38.7% | +131.1% | -169.8% | -40.8% |
| 5Y | -42.8% | -70.6% | +27.8% | -46.9% |
| All | +26.3% | -74.0% | +100.3% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling