+33.3%
ACI vs RUN
-56.4%
+89.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.0% | -0.8% |
| 7D | +2.3% | -13.5% | +15.8% | +2.5% |
| 30D | +1.2% | +18.3% | -17.1% | +0.8% |
| 3M | +6.8% | -12.5% | +19.3% | +6.9% |
| 6M | -18.7% | -40.3% | +21.6% | -18.0% |
| YTD | -20.2% | -53.1% | +32.9% | -19.4% |
| 1Y | -23.7% | -54.3% | +30.5% | -22.9% |
| 3Y | -31.6% | -6.5% | -25.1% | -34.0% |
| 5Y | -42.8% | -85.3% | +42.5% | -44.0% |
| All | +33.3% | -56.4% | +89.6% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling