-42.4%
ACI vs RVTY
-32.1%
-10.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.9% | -3.1% |
| 7D | -2.6% | +0.4% | -3.0% | -2.6% |
| 30D | +1.1% | +10.8% | -9.7% | +0.3% |
| 3M | -23.6% | +26.8% | -50.4% | -25.2% |
| 6M | -29.9% | +39.3% | -69.3% | -32.1% |
| YTD | -26.9% | +31.6% | -58.5% | -29.0% |
| 1Y | -34.2% | +47.7% | -81.9% | -37.2% |
| 3Y | -43.6% | +19.9% | -63.5% | -45.5% |
| 5Y | -42.4% | -32.3% | -10.0% | -39.7% |
| All | -42.4% | -32.1% | -10.3% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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