-44.0%
ACI vs SPXU
-85.9%
+41.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.4% | -3.8% | -2.3% |
| 7D | -5.0% | +1.3% | -6.3% | -4.9% |
| 30D | -2.3% | +5.1% | -7.4% | -1.8% |
| 3M | -23.2% | -9.1% | -14.1% | -23.6% |
| 6M | -29.5% | -29.6% | +0.1% | -31.4% |
| YTD | -28.6% | -27.7% | -0.9% | -30.3% |
| 1Y | -34.0% | -37.0% | +2.9% | -36.5% |
| 3Y | -45.0% | -80.2% | +35.2% | -53.0% |
| 5Y | -44.0% | -86.0% | +42.0% | -54.7% |
| All | -44.0% | -85.9% | +41.8% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling