-41.2%
ACI vs S
-67.4%
+26.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -3.4% |
| 7D | -2.2% | -13.4% | +11.2% | -1.9% |
| 30D | +10.3% | -14.0% | +24.3% | +10.6% |
| 3M | +7.2% | +4.9% | +2.3% | +6.9% |
| 6M | -18.0% | +42.0% | -60.0% | -18.7% |
| YTD | -22.0% | +45.1% | -67.1% | -22.8% |
| 1Y | -23.4% | +33.1% | -56.4% | -24.0% |
| 3Y | -35.8% | +40.6% | -76.5% | -36.4% |
| All | -41.2% | -67.4% | +26.2% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling