-32.7%
ACI vs SPXU
-36.3%
+3.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.4% | +5.7% | +3.4% |
| 7D | -3.7% | +2.5% | -6.2% | -3.9% |
| 30D | +0.6% | +4.2% | -3.6% | +0.2% |
| 3M | -20.3% | -9.3% | -11.1% | -19.5% |
| 6M | -24.7% | -30.7% | +6.0% | -21.2% |
| YTD | -27.2% | -28.1% | +0.9% | -24.2% |
| 1Y | -32.7% | -35.2% | +2.5% | -28.3% |
| All | -32.7% | -36.3% | +3.6% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling