-42.5%
ACI vs RUN
-83.2%
+40.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.1% | -5.5% | -1.5% |
| 7D | -5.3% | +3.2% | -8.5% | -5.5% |
| 30D | +5.0% | +19.5% | -14.5% | +4.4% |
| 3M | +7.5% | -9.6% | +17.1% | +7.6% |
| 6M | -16.0% | -37.3% | +21.3% | -15.2% |
| YTD | -20.6% | -50.7% | +30.1% | -19.7% |
| 1Y | -23.5% | -54.1% | +30.5% | -22.5% |
| 3Y | -32.1% | -3.9% | -28.2% | -35.6% |
| 5Y | -42.5% | -84.4% | +41.9% | -47.3% |
| All | -42.5% | -83.2% | +40.7% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling