-38.9%
ACI vs RY
+154.9%
-193.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +0.2% | +3.1% | -3.0% | -0.3% |
| 30D | +5.9% | -0.3% | +6.2% | +6.0% |
| 3M | -19.8% | +8.7% | -28.4% | -20.7% |
| 6M | -24.7% | +28.5% | -53.3% | -27.5% |
| YTD | -24.4% | +25.1% | -49.5% | -26.8% |
| 1Y | -31.5% | +46.3% | -77.8% | -36.2% |
| All | -38.9% | +154.9% | -193.8% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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