-42.4%
ACI vs RY
+123.4%
-165.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +1.2% | +5.0% | -3.8% | +0.1% |
| 3M | +6.8% | -5.3% | +12.1% | +8.2% |
| 6M | -18.7% | +13.8% | -32.6% | -21.3% |
| YTD | -20.2% | +21.0% | -41.2% | -24.0% |
| 1Y | -23.7% | +40.5% | -64.2% | -30.5% |
| 3Y | -31.6% | +159.7% | -191.3% | -49.2% |
| All | -42.4% | +123.4% | -165.8% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling