+1.5%
ACI vs S
-48.9%
+50.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.0% | -7.1% | +0.8% |
| 7D | -5.9% | +1.6% | -7.5% | -5.9% |
| 30D | +7.2% | -10.5% | +17.7% | +7.4% |
| 3M | +8.8% | +9.9% | -1.1% | +8.4% |
| 6M | -17.2% | +41.8% | -59.0% | -17.9% |
| YTD | -21.3% | +56.8% | -78.1% | -22.1% |
| 1Y | -23.7% | +39.0% | -62.7% | -24.4% |
| 3Y | -32.8% | +53.8% | -86.7% | -33.5% |
| 5Y | -41.4% | -68.6% | +27.2% | -42.7% |
| All | +1.5% | -48.9% | +50.4% | +3.1% |
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