+30.3%
ACI vs TAP
+35.6%
-5.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -2.1% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | +10.3% | +9.1% | +1.1% | +7.9% |
| 3M | +7.2% | -3.8% | +11.0% | +8.2% |
| 6M | -18.0% | -3.4% | -14.6% | -17.2% |
| YTD | -22.0% | -10.6% | -11.3% | -20.0% |
| 1Y | -23.4% | -4.4% | -19.0% | -22.7% |
| 3Y | -35.8% | -24.4% | -11.5% | -32.7% |
| 5Y | -43.7% | +2.1% | -45.8% | -46.6% |
| All | +30.3% | +35.6% | -5.3% | +28.2% |
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