+22.2%
ACI vs RRX
+120.7%
-98.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.3% |
| 7D | -2.6% | +4.3% | -6.8% | -2.9% |
| 30D | +1.1% | -8.0% | +9.1% | +1.7% |
| 3M | -23.6% | -22.0% | -1.6% | -22.5% |
| 6M | -29.9% | -11.9% | -18.0% | -30.2% |
| YTD | -26.9% | +17.1% | -44.0% | -29.7% |
| 1Y | -34.2% | +14.9% | -49.1% | -36.9% |
| 3Y | -43.6% | +6.9% | -50.5% | -46.3% |
| 5Y | -42.4% | +19.6% | -61.9% | -47.1% |
| All | +22.2% | +120.7% | -98.5% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling