-45.0%
ACI vs RUN
-37.3%
-7.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.3% |
| 7D | -5.0% | -1.8% | -3.3% | -5.0% |
| 30D | -2.3% | -10.8% | +8.5% | -2.1% |
| 3M | -23.2% | -30.2% | +7.0% | -22.7% |
| 6M | -29.5% | -22.3% | -7.1% | -29.3% |
| YTD | -28.6% | -52.2% | +23.6% | -27.9% |
| 1Y | -34.0% | -45.1% | +11.1% | -33.7% |
| All | -45.0% | -37.3% | -7.7% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling