-5.7%
ACI vs S
-57.8%
+52.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -3.2% |
| 7D | -2.6% | -5.8% | +3.2% | -2.4% |
| 30D | +1.1% | -9.2% | +10.3% | +1.3% |
| 3M | -23.6% | +23.4% | -47.0% | -23.9% |
| 6M | -29.9% | +36.9% | -66.9% | -30.3% |
| YTD | -26.9% | +29.5% | -56.4% | -27.2% |
| 1Y | -34.2% | +5.4% | -39.7% | -34.4% |
| 3Y | -43.6% | +14.7% | -58.3% | -43.8% |
| 5Y | -42.4% | -71.5% | +29.1% | -43.3% |
| All | -5.7% | -57.8% | +52.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling