+26.3%
ACI vs RRC
+681.6%
-655.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +0.2% | +1.3% | -1.1% | +0.1% |
| 30D | +5.9% | +10.1% | -4.2% | +5.1% |
| 3M | -19.8% | +4.0% | -23.8% | -20.1% |
| 6M | -24.7% | +1.6% | -26.3% | -24.9% |
| YTD | -24.4% | +19.7% | -44.1% | -25.6% |
| 1Y | -31.5% | +21.4% | -52.9% | -32.8% |
| 3Y | -38.7% | +29.7% | -68.3% | -40.8% |
| 5Y | -42.8% | +153.9% | -196.7% | -48.3% |
| All | +26.3% | +681.6% | -655.3% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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