-32.0%
ACI vs RUN
-2.6%
-29.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.4% |
| 7D | -5.3% | +3.2% | -8.5% | -5.4% |
| 30D | +5.0% | +19.5% | -14.5% | +4.6% |
| 3M | +7.5% | -9.6% | +17.1% | +7.6% |
| 6M | -16.0% | -37.3% | +21.3% | -15.5% |
| YTD | -20.6% | -50.7% | +30.1% | -20.0% |
| 1Y | -23.5% | -54.1% | +30.5% | -22.8% |
| All | -32.0% | -2.6% | -29.4% | -35.0% |
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