-40.8%
ACI vs RRX
+14.8%
-55.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.1% |
| 7D | -7.1% | -3.7% | -3.3% | -6.8% |
| 30D | -4.5% | -9.3% | +4.8% | -3.9% |
| 3M | -22.3% | -21.8% | -0.5% | -21.4% |
| 6M | -28.4% | -22.0% | -6.4% | -27.9% |
| YTD | -29.5% | +11.9% | -41.5% | -32.0% |
| 1Y | -34.2% | +11.6% | -45.8% | -36.7% |
| 3Y | -45.7% | +2.2% | -47.8% | -47.9% |
| 5Y | -40.8% | +14.9% | -55.7% | -46.5% |
| All | -40.8% | +14.8% | -55.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling