+33.3%
ACI vs TAP
+37.3%
-4.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.2% | -4.0% | -1.7% |
| 7D | +2.3% | +1.3% | +1.0% | +1.9% |
| 30D | +1.2% | +5.7% | -4.5% | -0.2% |
| 3M | +6.8% | -1.9% | +8.7% | +7.3% |
| 6M | -18.7% | +0.9% | -19.7% | -18.9% |
| YTD | -20.2% | -9.5% | -10.7% | -18.5% |
| 1Y | -23.7% | -9.0% | -14.8% | -22.2% |
| 3Y | -31.6% | -22.2% | -9.4% | -28.8% |
| 5Y | -42.8% | +1.2% | -44.0% | -45.7% |
| All | +33.3% | +37.3% | -4.0% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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