+17.7%
ACI vs RUN
-56.4%
+74.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -1.2% |
| 7D | -7.1% | -3.4% | -3.7% | -7.0% |
| 30D | -4.5% | -14.0% | +9.5% | -4.2% |
| 3M | -22.3% | -27.5% | +5.2% | -21.8% |
| 6M | -28.4% | -29.0% | +0.6% | -28.1% |
| YTD | -29.5% | -53.1% | +23.6% | -28.7% |
| 1Y | -34.2% | -46.7% | +12.5% | -33.8% |
| 3Y | -45.7% | -38.3% | -7.4% | -47.0% |
| 5Y | -40.8% | -80.7% | +39.9% | -41.8% |
| All | +17.7% | -56.4% | +74.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling