+22.2%
ACI vs TAP
+30.6%
-8.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | -2.2% |
| 7D | -2.6% | -2.3% | -0.3% | -2.0% |
| 30D | +1.1% | -9.4% | +10.5% | +3.6% |
| 3M | -23.6% | -0.8% | -22.8% | -23.4% |
| 6M | -29.9% | -14.7% | -15.2% | -27.3% |
| YTD | -26.9% | -13.9% | -12.9% | -24.3% |
| 1Y | -34.2% | -18.6% | -15.6% | -31.2% |
| 3Y | -43.6% | -32.0% | -11.6% | -39.3% |
| 5Y | -42.4% | -1.0% | -41.4% | -45.1% |
| All | +22.2% | +30.6% | -8.4% | +21.3% |
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