-42.5%
ACI vs SUI
-27.1%
-15.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -5.3% | -2.4% | -2.9% | -4.8% |
| 30D | +5.0% | +3.3% | +1.7% | +4.3% |
| 3M | +7.5% | +0.7% | +6.8% | +7.4% |
| 6M | -16.0% | -4.1% | -11.9% | -15.3% |
| YTD | -20.6% | -1.8% | -18.8% | -20.5% |
| 1Y | -23.5% | -4.1% | -19.5% | -23.0% |
| 3Y | -32.1% | +17.4% | -49.5% | -34.8% |
| 5Y | -42.5% | -27.0% | -15.5% | -39.1% |
| All | -42.5% | -27.1% | -15.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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