-31.5%
ACI vs RRX
+14.9%
-46.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | +3.4% | -3.3% | +0.4% |
| 30D | +5.9% | -11.1% | +17.0% | +5.2% |
| 3M | -19.8% | -23.7% | +3.9% | -20.6% |
| 6M | -24.7% | -22.0% | -2.8% | -24.7% |
| YTD | -24.4% | +16.5% | -40.9% | -26.7% |
| 1Y | -31.5% | +11.5% | -43.0% | -34.3% |
| All | -31.5% | +14.9% | -46.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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