+31.5%
ACI vs RVTY
+70.1%
-38.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +0.7% |
| 7D | -5.9% | +6.0% | -11.9% | -6.2% |
| 30D | +7.2% | +4.3% | +2.9% | +6.9% |
| 3M | +8.8% | +40.2% | -31.4% | +6.3% |
| 6M | -17.2% | +59.3% | -76.5% | -20.0% |
| YTD | -21.3% | +66.5% | -87.8% | -24.5% |
| 1Y | -23.7% | +77.5% | -101.2% | -27.4% |
| 3Y | -32.8% | +92.5% | -125.3% | -37.4% |
| 5Y | -41.4% | -6.8% | -34.6% | -41.9% |
| All | +31.5% | +70.1% | -38.5% | +36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling